+15.1%
CHWY vs VLTO
+23.4%
-8.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | -12.0% | -4.5% | -7.5% | -10.3% |
| 30D | -6.2% | -4.6% | -1.6% | -4.3% |
| 3M | +5.5% | +13.3% | -7.8% | +0.7% |
| 6M | -17.8% | +2.1% | -19.9% | -18.5% |
| YTD | -36.2% | -6.1% | -30.2% | -35.0% |
| 1Y | -40.0% | -11.4% | -28.6% | -37.6% |
| All | +15.1% | +23.4% | -8.3% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling