+293.0%
ARKK vs EXPD
+335.0%
-41.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.7% |
| 7D | -0.6% | +5.5% | -6.1% | -3.7% |
| 30D | -11.2% | -0.8% | -10.4% | -10.7% |
| 3M | -9.2% | +4.1% | -13.3% | -11.5% |
| 6M | -3.9% | +25.7% | -29.6% | -16.8% |
| YTD | -2.5% | +31.4% | -33.9% | -20.0% |
| 1Y | -2.7% | +42.2% | -44.9% | -24.3% |
| 3Y | +87.9% | +77.2% | +10.7% | +21.8% |
| 5Y | -35.7% | +61.0% | -96.7% | -56.2% |
| All | +293.0% | +335.0% | -41.9% | +60.2% |
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