+2,458.7%
VRT vs CHWY
-43.2%
+2,501.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +4.2% |
| 7D | -8.4% | -13.6% | +5.2% | -5.7% |
| 30D | -10.9% | -8.5% | -2.3% | -9.6% |
| 3M | -13.7% | +8.9% | -22.6% | -16.1% |
| 6M | -4.1% | -20.5% | +16.3% | -1.4% |
| YTD | +58.7% | -38.2% | +96.9% | +71.6% |
| 1Y | +89.6% | -43.3% | +132.9% | +107.9% |
| 3Y | +558.1% | -8.5% | +566.7% | +526.0% |
| 5Y | +953.0% | -72.7% | +1,025.7% | +1,040.7% |
| All | +2,458.7% | -43.2% | +2,501.9% | +2,510.5% |
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