+57.5%
VT vs CHWY
-70.8%
+128.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.4% | -0.2% | +2.5% | +2.4% |
| 30D | -1.5% | +8.1% | -9.6% | -2.5% |
| 3M | -4.1% | +0.3% | -4.4% | -4.5% |
| 6M | +0.6% | +4.0% | -3.5% | -0.6% |
| YTD | +11.0% | -31.9% | +42.9% | +14.9% |
| 1Y | +13.3% | -32.8% | +46.1% | +17.4% |
| 3Y | +73.4% | +16.0% | +57.4% | +62.5% |
| All | +57.5% | -70.8% | +128.3% | +55.5% |
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