-35.6%
CHWY vs VT
+144.1%
-179.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | 0.0% |
| 7D | -0.2% | +2.4% | -2.5% | -2.8% |
| 30D | +8.1% | -1.5% | +9.6% | +9.7% |
| 3M | +0.3% | -4.1% | +4.4% | +4.6% |
| 6M | +4.0% | +0.6% | +3.5% | +2.4% |
| YTD | -31.9% | +11.0% | -42.9% | -40.2% |
| 1Y | -32.8% | +13.3% | -46.1% | -42.5% |
| 3Y | +16.0% | +73.4% | -57.4% | -40.3% |
| 5Y | -70.7% | +57.4% | -128.2% | -83.1% |
| All | -35.6% | +144.1% | -179.7% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling