+20.3%
VT vs CHWY
-50.0%
+70.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.8% | +10.2% | -0.1% |
| 7D | -0.1% | -14.1% | +14.0% | +0.7% |
| 30D | -0.7% | -8.1% | +7.5% | -0.3% |
| 3M | +4.0% | +1.7% | +2.3% | +3.7% |
| 6M | +12.3% | -20.7% | +32.9% | +13.5% |
| YTD | +14.0% | -37.2% | +51.2% | +15.4% |
| 1Y | +20.3% | -50.7% | +71.0% | +21.9% |
| All | +20.3% | -50.0% | +70.3% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling