+123.5%
VRSK vs EXPD
+324.8%
-201.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -7.7% | +1.2% | -8.9% | -8.1% |
| 30D | -2.8% | +6.8% | -9.7% | -5.3% |
| 3M | -3.7% | +14.9% | -18.6% | -9.0% |
| 6M | -12.8% | +34.6% | -47.4% | -22.7% |
| YTD | -21.0% | +27.7% | -48.7% | -29.4% |
| 1Y | -32.5% | +57.7% | -90.1% | -45.2% |
| 3Y | -26.5% | +70.9% | -97.4% | -44.2% |
| 5Y | -11.5% | +59.5% | -71.0% | -32.0% |
| All | +123.5% | +324.8% | -201.2% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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