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  • ARKK vs EFX✓SelectedUSD · EFXARKK vs EFX performance historyLatest closeAs of-1.06%09/04
Stock and ETF performance explorer

ARKK vs EFX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+14.9%
EFX return
-25.2%
Excess return
+40.2%
Maximum drawdown
-31.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioEFXExcessAlpha
1D-1.1%-6.4%+5.3%0.0%
7D+1.9%-8.6%+10.6%+3.4%
30D+13.2%+0.1%+13.1%+13.1%
3M+7.7%+3.8%+3.8%+6.4%
6M+15.1%-13.5%+28.6%+18.1%
YTD+12.1%-17.7%+29.8%+16.9%
1Y+14.9%-25.6%+40.5%+21.4%
All+14.9%-25.2%+40.2%+21.4%

Cumulative growth

Daily Returns

Daily percentage return beside EFX.

Daily Out/Under-Performance

Portfolio return minus EFX return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…

1y analysis · Full analysis span regression · 6 months rolling