+368.0%
ARKK vs ECHO
+143.9%
+224.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.0% |
| 7D | +3.6% | +8.6% | -5.0% | +1.8% |
| 30D | +8.4% | +3.8% | +4.6% | +7.5% |
| 3M | +13.4% | -19.9% | +33.3% | +18.4% |
| 6M | +18.9% | -12.1% | +31.0% | +21.2% |
| YTD | +11.9% | -14.1% | +26.0% | +14.1% |
| 1Y | +13.1% | +15.9% | -2.8% | +7.8% |
| 3Y | +97.1% | +417.8% | -320.8% | +7.4% |
| 5Y | -27.8% | +259.3% | -287.1% | -56.2% |
| 10Y | +338.5% | +192.7% | +145.7% | +174.8% |
| All | +368.0% | +143.9% | +224.2% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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