-1.2%
VRSK vs EXPD
+63.3%
-64.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.4% | +3.6% | -6.0% | -3.3% |
| 30D | +16.8% | +0.3% | +16.5% | +16.5% |
| 3M | +14.7% | +6.1% | +8.6% | +12.7% |
| 6M | +24.7% | +27.4% | -2.6% | +16.6% |
| YTD | -7.0% | +32.0% | -39.0% | -14.8% |
| 1Y | -2.1% | +40.5% | -42.7% | -12.2% |
| 3Y | -11.4% | +75.7% | -87.0% | -27.9% |
| 5Y | -1.2% | +61.7% | -62.9% | -15.6% |
| All | -1.2% | +63.3% | -64.5% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling