+158.8%
EXPE vs VRSK
-26.6%
+185.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | -8.7% | -7.7% | -0.9% | -5.9% |
| 30D | -13.6% | -2.8% | -10.8% | -12.8% |
| 3M | +26.6% | -3.7% | +30.4% | +28.1% |
| 6M | +19.9% | -12.8% | +32.7% | +24.9% |
| YTD | -1.7% | -21.0% | +19.3% | +5.8% |
| 1Y | +29.4% | -32.5% | +61.9% | +45.2% |
| All | +158.8% | -26.6% | +185.3% | +185.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling