+154.0%
VT vs CHWY
-34.3%
+188.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | +0.4% | +1.7% | -1.3% | +0.3% |
| 30D | +1.0% | -1.5% | +2.5% | +1.1% |
| 3M | +2.4% | +13.6% | -11.3% | +0.6% |
| 6M | +12.0% | -7.3% | +19.3% | +12.2% |
| YTD | +15.3% | -28.4% | +43.7% | +18.7% |
| 1Y | +22.6% | -42.5% | +65.1% | +28.8% |
| 3Y | +74.7% | -4.1% | +78.8% | +68.6% |
| 5Y | +66.1% | -69.2% | +135.3% | +72.3% |
| All | +154.0% | -34.3% | +188.3% | +114.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling