+368.0%
ARKK vs ESI
+52.8%
+315.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.4% |
| 7D | +3.6% | +5.4% | -1.8% | +1.3% |
| 30D | +8.4% | -4.2% | +12.6% | +10.2% |
| 3M | +13.4% | -9.6% | +23.1% | +17.0% |
| 6M | +18.9% | +18.3% | +0.6% | +7.9% |
| YTD | +11.9% | +45.8% | -33.9% | -7.7% |
| 1Y | +13.1% | +39.2% | -26.1% | -4.9% |
| 3Y | +97.1% | +86.3% | +10.8% | +46.7% |
| 5Y | -27.8% | +76.2% | -104.0% | -44.5% |
| 10Y | +338.5% | +306.8% | +31.7% | +151.2% |
| All | +368.0% | +52.8% | +315.2% | +202.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling