-10.1%
VRSK vs EXPD
+61.0%
-71.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.1% |
| 7D | -5.4% | +1.2% | -6.6% | -5.7% |
| 30D | -1.8% | +5.2% | -7.0% | -3.1% |
| 3M | -2.2% | +13.2% | -15.4% | -5.5% |
| 6M | -14.9% | +30.3% | -45.2% | -20.9% |
| YTD | -20.0% | +27.0% | -47.0% | -25.8% |
| 1Y | -33.1% | +57.3% | -90.5% | -42.3% |
| 3Y | -25.6% | +70.0% | -95.6% | -39.0% |
| 5Y | -10.1% | +61.6% | -71.7% | -24.9% |
| All | -10.1% | +61.0% | -71.1% | -24.9% |
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