+102.1%
ARKK vs ESTC
+19.3%
+82.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -0.1% |
| 7D | -4.7% | -13.2% | +8.5% | +1.7% |
| 30D | +3.1% | +9.3% | -6.3% | -3.5% |
| 3M | +13.8% | +37.3% | -23.6% | -5.2% |
| 6M | +14.0% | +61.0% | -47.1% | -13.5% |
| YTD | +8.0% | +10.7% | -2.7% | -3.4% |
| 1Y | +9.9% | -7.2% | +17.1% | +5.2% |
| 3Y | +90.2% | +7.2% | +83.0% | +45.7% |
| 5Y | -29.9% | -47.7% | +17.8% | -28.7% |
| All | +102.1% | +19.3% | +82.8% | +25.6% |
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