+338.5%
ARKK vs BURL
+206.3%
+132.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.6% | +1.3% |
| 7D | +3.6% | -2.6% | +6.2% | +4.6% |
| 30D | +8.4% | -30.8% | +39.1% | +24.0% |
| 3M | +13.4% | -18.7% | +32.1% | +21.4% |
| 6M | +18.9% | -16.4% | +35.3% | +25.0% |
| YTD | +11.9% | -11.6% | +23.5% | +14.6% |
| 1Y | +13.1% | -12.0% | +25.1% | +14.6% |
| 3Y | +97.1% | +63.6% | +33.4% | +51.2% |
| 5Y | -27.8% | -12.6% | -15.2% | -33.6% |
| 10Y | +338.5% | +206.5% | +132.0% | +186.2% |
| All | +338.5% | +206.3% | +132.1% | +186.2% |
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