-28.1%
ARKK vs ELV
+25.1%
-53.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -3.1% | +3.2% | -6.3% | -3.5% |
| 30D | +2.7% | +5.4% | -2.6% | +1.9% |
| 3M | +10.8% | +5.4% | +5.4% | +9.6% |
| 6M | +14.4% | +45.7% | -31.3% | +7.5% |
| YTD | +8.7% | +21.2% | -12.5% | +4.6% |
| 1Y | +6.7% | +35.6% | -28.9% | +0.8% |
| 3Y | +87.4% | -2.0% | +89.4% | +83.7% |
| All | -28.1% | +25.1% | -53.2% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling