+770.2%
FN vs CHWY
-43.2%
+813.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.7% | +3.0% |
| 7D | +1.8% | -13.6% | +15.4% | +3.7% |
| 30D | -27.5% | -8.5% | -19.0% | -27.0% |
| 3M | -28.8% | +8.9% | -37.7% | -30.3% |
| 6M | -20.9% | -20.5% | -0.5% | -19.4% |
| YTD | -8.9% | -38.2% | +29.2% | -3.7% |
| 1Y | +14.5% | -43.3% | +57.7% | +22.4% |
| 3Y | +172.6% | -8.5% | +181.2% | +164.4% |
| 5Y | +300.6% | -72.7% | +373.3% | +327.4% |
| All | +770.2% | -43.2% | +813.5% | +666.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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