+66.6%
VT vs CHWY
-69.2%
+135.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +1.0% | -1.9% | +2.9% | +1.2% |
| 30D | -0.2% | -1.1% | +0.9% | -0.2% |
| 3M | +4.5% | +15.5% | -10.9% | +2.5% |
| 6M | +14.1% | -8.5% | +22.6% | +14.5% |
| YTD | +14.8% | -29.6% | +44.4% | +18.5% |
| 1Y | +21.2% | -44.1% | +65.3% | +28.1% |
| 3Y | +76.6% | +1.2% | +75.4% | +69.0% |
| 5Y | +66.6% | -69.4% | +136.0% | +67.6% |
| All | +66.6% | -69.2% | +135.8% | +67.6% |
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