+640.6%
XPEL vs VT
+129.9%
+510.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | +0.1% |
| 7D | -12.5% | -4.2% | -8.3% | -7.9% |
| 30D | -11.3% | -5.8% | -5.5% | -4.7% |
| 3M | -20.3% | -5.2% | -15.1% | -14.9% |
| 6M | -18.9% | +0.1% | -19.0% | -19.6% |
| YTD | -19.7% | +8.2% | -28.0% | -27.9% |
| 1Y | +13.5% | +10.1% | +3.3% | -0.4% |
| 3Y | -20.1% | +69.7% | -89.8% | -58.0% |
| 5Y | -46.6% | +53.4% | -100.0% | -67.9% |
| All | +640.6% | +129.9% | +510.7% | +213.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling