+18.9%
VCIT vs CHWY
+14.2%
+4.7%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -1.4% | -1.7% | +0.3% | -1.4% |
| 30D | +0.8% | +14.7% | -13.9% | +0.6% |
| 3M | -1.7% | +1.1% | -2.9% | -1.8% |
| 6M | -2.1% | -1.3% | -0.8% | -2.2% |
| YTD | -2.0% | -31.6% | +29.6% | -1.7% |
| 1Y | -1.5% | -31.5% | +30.0% | -1.1% |
| All | +18.9% | +14.2% | +4.7% | +18.6% |
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