+82.5%
ARKK vs ESTC
+25.9%
+56.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -0.6% | +2.4% | -3.0% | -1.7% |
| 30D | -11.2% | -4.2% | -7.0% | -9.5% |
| 3M | -9.2% | +2.5% | -11.7% | -12.1% |
| 6M | -3.9% | +81.5% | -85.4% | -30.6% |
| YTD | -2.5% | +16.8% | -19.4% | -15.2% |
| 1Y | -2.7% | -3.5% | +0.7% | -8.1% |
| 3Y | +87.9% | +17.7% | +70.2% | +38.2% |
| 5Y | -35.7% | -51.7% | +16.1% | -31.8% |
| All | +82.5% | +25.9% | +56.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling