+359.8%
ARKK vs EVRG
+230.6%
+129.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +5.1% | -0.2% | +5.4% | +5.1% |
| 3M | +12.7% | -0.5% | +13.2% | +12.6% |
| 6M | +13.8% | +0.2% | +13.6% | +13.2% |
| YTD | +9.9% | +14.9% | -5.0% | +4.7% |
| 1Y | +10.4% | +18.2% | -7.8% | +4.2% |
| 3Y | +93.6% | +70.2% | +23.4% | +61.7% |
| 5Y | -29.4% | +45.3% | -74.7% | -38.5% |
| 10Y | +336.9% | +112.4% | +224.4% | +244.5% |
| All | +359.8% | +230.6% | +129.2% | +234.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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