-51.8%
XPEV vs VT
+109.9%
-161.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -5.2% |
| 7D | +6.8% | +0.4% | +6.4% | +5.5% |
| 30D | +3.2% | -2.6% | +5.8% | +8.3% |
| 3M | -15.7% | -3.2% | -12.5% | -10.5% |
| 6M | -34.6% | +0.9% | -35.5% | -36.5% |
| YTD | -49.6% | +11.3% | -60.9% | -60.0% |
| 1Y | -54.4% | +14.0% | -68.4% | -65.3% |
| 3Y | -35.7% | +75.8% | -111.5% | -81.5% |
| 5Y | -76.9% | +57.8% | -134.8% | -90.3% |
| All | -51.8% | +109.9% | -161.7% | -90.5% |
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