+588.5%
FN vs CHWY
-37.4%
+625.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -7.0% | -7.3% |
| 7D | +0.3% | -0.2% | +0.4% | +0.3% |
| 30D | -16.5% | +8.1% | -24.6% | -17.6% |
| 3M | -42.1% | +0.3% | -42.4% | -42.7% |
| 6M | -52.9% | +4.0% | -56.9% | -53.8% |
| YTD | -28.0% | -31.9% | +3.9% | -25.2% |
| 1Y | -18.5% | -32.8% | +14.2% | -15.1% |
| 3Y | +93.9% | +16.0% | +77.8% | +81.4% |
| 5Y | +170.5% | -70.7% | +241.2% | +185.0% |
| All | +588.5% | -37.4% | +625.9% | +495.7% |
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