+2,369.8%
VRT vs CHWY
-41.4%
+2,411.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -5.9% |
| 7D | -7.7% | -12.0% | +4.3% | -5.3% |
| 30D | -12.0% | -6.2% | -5.8% | -11.1% |
| 3M | -11.7% | +5.5% | -17.2% | -13.6% |
| 6M | -8.1% | -17.8% | +9.7% | -6.0% |
| YTD | +53.2% | -36.2% | +89.4% | +64.7% |
| 1Y | +81.7% | -40.0% | +121.6% | +96.9% |
| 3Y | +535.3% | -8.3% | +543.6% | +504.4% |
| 5Y | +916.4% | -71.9% | +988.3% | +994.8% |
| All | +2,369.8% | -41.4% | +2,411.2% | +2,405.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling