+768.1%
EXPE vs VRSK
+593.4%
+174.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.4% |
| 7D | -11.5% | -5.4% | -6.1% | -8.9% |
| 30D | -13.1% | -1.8% | -11.3% | -12.4% |
| 3M | +18.1% | -2.2% | +20.4% | +18.9% |
| 6M | +13.3% | -14.9% | +28.2% | +21.7% |
| YTD | -3.2% | -20.0% | +16.8% | +7.3% |
| 1Y | +26.1% | -33.1% | +59.3% | +52.3% |
| 3Y | +151.7% | -25.6% | +177.4% | +180.7% |
| 5Y | +88.3% | -10.1% | +98.5% | +86.7% |
| 10Y | +158.0% | +128.4% | +29.6% | +57.3% |
| All | +768.1% | +593.4% | +174.7% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling