+977.6%
VRT vs CHWY
-72.6%
+1,050.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +4.4% |
| 7D | -8.4% | -13.6% | +5.2% | -4.9% |
| 30D | -10.9% | -8.5% | -2.3% | -9.2% |
| 3M | -13.7% | +8.9% | -22.6% | -16.9% |
| 6M | -4.1% | -20.5% | +16.3% | -0.6% |
| YTD | +58.7% | -38.2% | +96.9% | +75.8% |
| 1Y | +89.6% | -43.3% | +132.9% | +114.0% |
| 3Y | +558.1% | -8.5% | +566.7% | +506.5% |
| All | +977.6% | -72.6% | +1,050.2% | +1,156.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling