+308.8%
ARKK vs EXPD
+329.8%
-21.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -4.0% | -7.4% | +3.4% | +0.6% |
| 30D | -14.0% | -2.1% | -11.9% | -12.8% |
| 3M | -4.2% | +5.7% | -9.8% | -7.4% |
| 6M | -2.6% | +21.4% | -23.9% | -13.9% |
| YTD | +0.2% | +27.6% | -27.4% | -16.2% |
| 1Y | -6.9% | +36.1% | -43.0% | -25.5% |
| 3Y | +94.1% | +69.9% | +24.2% | +29.2% |
| 5Y | -32.7% | +59.7% | -92.4% | -54.0% |
| 10Y | +308.8% | +323.0% | -14.2% | +67.0% |
| All | +308.8% | +329.8% | -21.0% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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