-28.1%
ARKK vs EFV
+95.9%
-124.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -1.0% |
| 7D | -3.1% | -0.8% | -2.3% | -1.9% |
| 30D | +2.7% | +0.6% | +2.1% | +1.9% |
| 3M | +10.8% | +7.5% | +3.2% | -0.4% |
| 6M | +14.4% | +13.0% | +1.4% | -4.4% |
| YTD | +8.7% | +18.3% | -9.7% | -15.5% |
| 1Y | +6.7% | +26.7% | -20.0% | -25.3% |
| 3Y | +87.4% | +89.6% | -2.2% | -29.3% |
| All | -28.1% | +95.9% | -124.0% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling