+579.5%
VRSK vs XPO
+13,213.6%
-12,634.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -7.7% | -1.3% | -6.4% | -7.6% |
| 30D | -2.8% | -10.4% | +7.5% | -1.6% |
| 3M | -3.7% | -15.7% | +12.0% | -1.9% |
| 6M | -12.8% | -6.3% | -6.4% | -12.6% |
| YTD | -21.0% | +34.2% | -55.1% | -24.7% |
| 1Y | -32.5% | +39.9% | -72.4% | -36.3% |
| 3Y | -26.5% | +155.2% | -181.8% | -38.0% |
| 5Y | -11.5% | +264.7% | -276.2% | -30.9% |
| 10Y | +125.7% | +1,500.1% | -1,374.4% | +45.3% |
| All | +579.5% | +13,213.6% | -12,634.0% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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