+331.8%
ARKK vs EFX
+42.6%
+289.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.3% |
| 7D | -3.1% | -4.5% | +1.5% | -0.6% |
| 30D | +2.7% | -6.1% | +8.8% | +5.9% |
| 3M | +10.8% | +6.2% | +4.6% | +4.8% |
| 6M | +14.4% | -11.2% | +25.6% | +18.7% |
| YTD | +8.7% | -21.4% | +30.1% | +19.4% |
| 1Y | +6.7% | -34.3% | +41.1% | +29.8% |
| 3Y | +87.4% | -12.5% | +99.9% | +85.0% |
| 5Y | -29.5% | -35.6% | +6.1% | -18.6% |
| All | +331.8% | +42.6% | +289.2% | +246.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling