+317.7%
ARKK vs BURL
+254.9%
+62.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | -2.4% | -0.8% | -1.6% | -2.0% |
| 30D | -10.8% | -4.4% | -6.4% | -9.5% |
| 3M | -2.6% | -28.6% | +25.9% | +9.5% |
| 6M | -1.9% | -12.3% | +10.3% | +0.7% |
| YTD | +2.0% | -11.3% | +13.3% | +3.8% |
| 1Y | -4.4% | -10.4% | +6.1% | -4.0% |
| 3Y | +97.5% | +96.1% | +1.4% | +40.3% |
| 5Y | -32.0% | -5.0% | -27.0% | -39.3% |
| 10Y | +317.7% | +251.8% | +65.9% | +174.7% |
| All | +317.7% | +254.9% | +62.8% | +174.7% |
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