+368.0%
ARKK vs EXR
+277.0%
+91.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +3.6% | -0.7% | +4.3% | +3.9% |
| 30D | +8.4% | -6.9% | +15.3% | +11.4% |
| 3M | +13.4% | -3.0% | +16.4% | +14.3% |
| 6M | +18.9% | -2.9% | +21.8% | +19.7% |
| YTD | +11.9% | +9.3% | +2.6% | +7.1% |
| 1Y | +13.1% | -0.9% | +14.0% | +12.2% |
| 3Y | +97.1% | +24.7% | +72.4% | +75.0% |
| 5Y | -27.8% | -11.7% | -16.1% | -27.2% |
| 10Y | +338.5% | +148.4% | +190.1% | +244.0% |
| All | +368.0% | +277.0% | +91.0% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling