+351.6%
ARKK vs EFV
+141.6%
+210.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.4% |
| 7D | -4.7% | -2.0% | -2.7% | -2.5% |
| 30D | +3.1% | -0.2% | +3.2% | +3.4% |
| 3M | +13.8% | +9.1% | +4.6% | +3.5% |
| 6M | +14.0% | +11.7% | +2.3% | +1.4% |
| YTD | +8.0% | +17.0% | -9.1% | -8.8% |
| 1Y | +9.9% | +26.7% | -16.8% | -14.9% |
| 3Y | +90.2% | +90.2% | 0.0% | -3.4% |
| 5Y | -29.9% | +96.1% | -126.0% | -64.7% |
| 10Y | +329.1% | +164.5% | +164.6% | +69.5% |
| All | +351.6% | +141.6% | +210.0% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling