+165.1%
ARKG vs VT
+217.6%
-52.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.3% |
| 7D | -6.5% | -0.1% | -6.4% | -5.9% |
| 30D | -9.8% | -3.1% | -6.7% | -4.5% |
| 3M | +4.4% | -3.5% | +7.9% | +11.6% |
| 6M | +51.8% | +0.5% | +51.3% | +53.0% |
| YTD | +59.7% | +10.8% | +48.9% | +38.8% |
| 1Y | +62.3% | +11.9% | +50.4% | +39.1% |
| 3Y | +92.0% | +73.0% | +19.0% | -11.3% |
| 5Y | -36.7% | +58.6% | -95.3% | -65.1% |
| 10Y | +165.1% | +219.2% | -54.1% | -37.4% |
| All | +165.1% | +217.6% | -52.6% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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