-22.9%
XPEL vs VT
+69.7%
-92.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.5% |
| 7D | -15.9% | -2.3% | -13.6% | -13.3% |
| 30D | -13.4% | -5.0% | -8.4% | -7.5% |
| 3M | -19.5% | -4.9% | -14.6% | -14.0% |
| 6M | -11.8% | -1.5% | -10.3% | -10.5% |
| YTD | -23.1% | +8.5% | -31.6% | -33.0% |
| 1Y | +6.2% | +11.4% | -5.2% | -11.2% |
| 3Y | -22.9% | +70.1% | -93.0% | -68.0% |
| All | -22.9% | +69.7% | -92.7% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling