+86.1%
ARKK vs ESTC
+27.2%
+58.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.4% |
| 7D | +4.6% | +5.8% | -1.2% | +1.9% |
| 30D | -12.2% | -5.6% | -6.7% | -9.9% |
| 3M | -6.0% | +15.4% | -21.4% | -14.3% |
| 6M | -2.2% | +77.8% | -80.0% | -28.6% |
| YTD | -0.5% | +18.1% | -18.6% | -13.9% |
| 1Y | -6.0% | -3.7% | -2.3% | -11.1% |
| 3Y | +92.5% | +16.9% | +75.7% | +42.3% |
| 5Y | -34.4% | -51.2% | +16.9% | -30.8% |
| All | +86.1% | +27.2% | +58.9% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling