-40.7%
CHWY vs VT
+150.7%
-191.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.6% | -10.2% | -10.1% |
| 7D | -14.1% | -0.1% | -14.0% | -14.0% |
| 30D | -8.1% | -0.7% | -7.5% | -7.4% |
| 3M | +1.7% | +4.0% | -2.3% | -3.1% |
| 6M | -20.7% | +12.3% | -32.9% | -31.0% |
| YTD | -37.2% | +14.0% | -51.2% | -46.3% |
| 1Y | -50.7% | +20.3% | -71.0% | -60.6% |
| 3Y | -9.7% | +75.4% | -85.2% | -53.7% |
| 5Y | -72.9% | +66.0% | -138.9% | -85.0% |
| All | -40.7% | +150.7% | -191.4% | -77.3% |
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