+351.6%
ARKK vs EFX
+146.8%
+204.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -4.7% | -11.1% | +6.5% | +1.5% |
| 30D | +3.1% | -7.4% | +10.4% | +7.1% |
| 3M | +13.8% | +1.5% | +12.3% | +10.3% |
| 6M | +14.0% | -13.7% | +27.6% | +20.2% |
| YTD | +8.0% | -21.9% | +29.8% | +19.0% |
| 1Y | +9.9% | -30.8% | +40.7% | +29.3% |
| 3Y | +90.2% | -12.4% | +102.5% | +87.7% |
| 5Y | -29.9% | -35.9% | +6.0% | -18.2% |
| 10Y | +329.1% | +41.0% | +288.1% | +229.2% |
| All | +351.6% | +146.8% | +204.8% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling