+160.0%
EXPE vs VRSK
+126.1%
+34.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -5.8% | -5.2% | -0.6% | -3.1% |
| 30D | -13.6% | -2.3% | -11.3% | -12.7% |
| 3M | +25.2% | -2.9% | +28.1% | +26.4% |
| 6M | +22.3% | -12.8% | +35.2% | +29.9% |
| YTD | -0.3% | -20.8% | +20.5% | +11.4% |
| 1Y | +27.8% | -33.2% | +61.0% | +55.2% |
| 3Y | +162.4% | -26.6% | +189.0% | +194.8% |
| 5Y | +95.8% | -11.3% | +107.2% | +92.8% |
| All | +160.0% | +126.1% | +34.0% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling