-29.9%
ARKK vs ESI
+66.0%
-95.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | +1.3% |
| 7D | -4.7% | -2.3% | -2.4% | -3.3% |
| 30D | +3.1% | -9.0% | +12.1% | +9.5% |
| 3M | +13.8% | -13.3% | +27.0% | +21.8% |
| 6M | +14.0% | +5.3% | +8.7% | +2.6% |
| YTD | +8.0% | +37.6% | -29.6% | -22.7% |
| 1Y | +9.9% | +33.6% | -23.7% | -19.9% |
| 3Y | +90.2% | +75.8% | +14.4% | +4.7% |
| 5Y | -29.9% | +68.6% | -98.5% | -59.1% |
| All | -29.9% | +66.0% | -95.9% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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