-69.4%
CHWY vs VT
+66.2%
-135.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.8% |
| 7D | -1.9% | +1.0% | -2.9% | -3.5% |
| 30D | -1.1% | -0.2% | -0.9% | -0.9% |
| 3M | +15.5% | +4.5% | +10.9% | +6.7% |
| 6M | -8.5% | +14.1% | -22.6% | -27.3% |
| YTD | -29.6% | +14.8% | -44.4% | -44.7% |
| 1Y | -44.1% | +21.2% | -65.3% | -60.4% |
| 3Y | +1.2% | +76.6% | -75.4% | -66.0% |
| 5Y | -69.4% | +66.6% | -136.0% | -88.3% |
| All | -69.4% | +66.2% | -135.6% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling