+50.0%
EXPE vs VRSK
-8.8%
+58.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.4% | +10.1% | +10.3% |
| 7D | +14.6% | +4.2% | +10.4% | +12.6% |
| 30D | +21.4% | +21.2% | +0.2% | +11.6% |
| 3M | +1.4% | +2.9% | -1.5% | -0.3% |
| 6M | +28.6% | +11.3% | +17.3% | +21.9% |
| YTD | +12.1% | -10.8% | +23.0% | +21.8% |
| 1Y | +50.0% | -9.2% | +59.2% | +64.0% |
| All | +50.0% | -8.8% | +58.8% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling