+87.4%
ARKK vs ELV
-2.1%
+89.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -3.1% | +3.2% | -6.3% | -3.3% |
| 30D | +2.7% | +5.4% | -2.6% | +2.4% |
| 3M | +10.8% | +5.4% | +5.4% | +10.2% |
| 6M | +14.4% | +45.7% | -31.3% | +11.3% |
| YTD | +8.7% | +21.2% | -12.5% | +6.8% |
| 1Y | +6.7% | +35.6% | -28.9% | +4.3% |
| 3Y | +87.4% | -2.0% | +89.4% | +82.2% |
| All | +87.4% | -2.1% | +89.5% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 3y: compounded portfolio wealth divided by compounded ELV 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…
3y analysis · Full analysis span regression · 6 months rolling