-29.4%
ARKK vs ESTC
-46.4%
+17.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.8% |
| 7D | +1.4% | -3.3% | +4.8% | +2.9% |
| 30D | +5.1% | +13.4% | -8.3% | -3.2% |
| 3M | +12.7% | +41.3% | -28.6% | -7.3% |
| 6M | +13.8% | +62.6% | -48.8% | -14.1% |
| YTD | +9.9% | +14.8% | -4.8% | -3.2% |
| 1Y | +10.4% | -5.1% | +15.5% | +5.0% |
| 3Y | +93.6% | +11.2% | +82.4% | +41.7% |
| 5Y | -29.4% | -47.0% | +17.6% | -33.8% |
| All | -29.4% | -46.4% | +17.0% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling