+312.7%
ARKK vs BURL
+252.7%
+60.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.8% |
| 7D | -6.6% | +4.1% | -10.6% | -8.0% |
| 30D | -14.5% | -9.5% | -5.1% | -11.5% |
| 3M | -0.4% | -33.5% | +33.2% | +15.1% |
| 6M | -5.2% | -22.1% | +16.9% | +1.9% |
| YTD | -1.9% | -14.6% | +12.7% | +1.2% |
| 1Y | -6.7% | -8.4% | +1.6% | -7.4% |
| 3Y | +89.7% | +86.6% | +3.2% | +37.3% |
| 5Y | -37.3% | -17.2% | -20.1% | -41.5% |
| All | +312.7% | +252.7% | +60.0% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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