+270.5%
FTI vs CHWY
-11.7%
+282.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.2% |
| 7D | -4.4% | -13.6% | +9.2% | -3.6% |
| 30D | +1.5% | -8.5% | +10.0% | +1.9% |
| 3M | +8.2% | +8.9% | -0.7% | +7.1% |
| 6M | +18.8% | -20.5% | +39.3% | +20.4% |
| YTD | +71.7% | -38.2% | +109.8% | +77.2% |
| 1Y | +90.0% | -43.3% | +133.3% | +97.5% |
| 3Y | +270.5% | -8.5% | +279.0% | +240.1% |
| All | +270.5% | -11.7% | +282.2% | +240.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling