-68.1%
CHWY vs VT
+58.3%
-126.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | -1.9% |
| 7D | +3.5% | +0.4% | +3.1% | +2.7% |
| 30D | +21.6% | -2.6% | +24.2% | +26.0% |
| 3M | -2.0% | -3.2% | +1.2% | +2.3% |
| 6M | +0.3% | +0.9% | -0.6% | -3.0% |
| YTD | -30.3% | +11.3% | -41.6% | -43.0% |
| 1Y | -31.6% | +14.0% | -45.6% | -46.6% |
| 3Y | +15.9% | +75.8% | -60.0% | -62.4% |
| All | -68.1% | +58.3% | -126.4% | -87.4% |
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