+602.7%
XPEL vs VT
+136.5%
+466.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -4.2% |
| 7D | -15.2% | +0.4% | -15.6% | -15.8% |
| 30D | -14.4% | -2.6% | -11.9% | -11.8% |
| 3M | -24.1% | -3.2% | -20.9% | -21.1% |
| 6M | -12.7% | +0.9% | -13.7% | -14.1% |
| YTD | -23.8% | +11.3% | -35.2% | -34.0% |
| 1Y | +0.6% | +14.0% | -13.4% | -15.4% |
| 3Y | -12.6% | +75.8% | -88.5% | -56.1% |
| 5Y | -49.4% | +57.8% | -107.3% | -70.7% |
| All | +602.7% | +136.5% | +466.3% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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