+151.2%
VT vs CHWY
-42.4%
+193.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.8% | +10.2% | +0.5% |
| 7D | -0.1% | -14.1% | +14.0% | +1.5% |
| 30D | -0.7% | -8.1% | +7.5% | +0.1% |
| 3M | +4.0% | +1.7% | +2.3% | +3.4% |
| 6M | +12.3% | -20.7% | +32.9% | +14.4% |
| YTD | +14.0% | -37.2% | +51.2% | +19.0% |
| 1Y | +20.3% | -50.7% | +71.0% | +28.5% |
| 3Y | +75.4% | -9.7% | +85.2% | +70.3% |
| 5Y | +66.0% | -72.9% | +138.9% | +74.4% |
| All | +151.2% | -42.4% | +193.5% | +114.8% |
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