-32.5%
VRSK vs EXPD
+59.0%
-91.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -7.7% | +1.2% | -8.9% | -7.8% |
| 30D | -2.8% | +6.8% | -9.7% | -3.4% |
| 3M | -3.7% | +14.9% | -18.6% | -5.0% |
| 6M | -12.8% | +34.6% | -47.4% | -14.9% |
| YTD | -21.0% | +27.7% | -48.7% | -23.9% |
| 1Y | -32.5% | +57.7% | -90.1% | -39.4% |
| All | -32.5% | +59.0% | -91.5% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling