+146.8%
VT vs CHWY
-35.7%
+182.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +1.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.6% |
| 30D | -1.7% | +18.7% | -20.5% | -3.7% |
| 3M | -2.3% | +3.0% | -5.3% | -2.9% |
| 6M | +1.5% | +2.9% | -1.4% | +0.5% |
| YTD | +12.0% | -30.0% | +42.0% | +15.3% |
| 1Y | +12.9% | -30.5% | +43.3% | +16.2% |
| 3Y | +74.9% | +16.0% | +59.0% | +65.0% |
| 5Y | +59.9% | -67.5% | +127.5% | +64.9% |
| All | +146.8% | -35.7% | +182.5% | +108.2% |
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