-33.8%
CHWY vs VT
+146.3%
-180.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | 0.0% |
| 7D | -1.1% | -0.7% | -0.4% | -0.4% |
| 30D | +18.7% | -1.7% | +20.5% | +20.7% |
| 3M | +3.0% | -2.3% | +5.3% | +5.2% |
| 6M | +2.9% | +1.5% | +1.4% | +0.2% |
| YTD | -30.0% | +12.0% | -42.0% | -39.2% |
| 1Y | -30.5% | +12.9% | -43.3% | -40.3% |
| 3Y | +16.0% | +74.9% | -59.0% | -40.9% |
| 5Y | -67.5% | +59.9% | -127.5% | -81.6% |
| All | -33.8% | +146.3% | -180.2% | -74.3% |
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