+368.0%
ARKK vs FCEL
-99.8%
+467.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +18.8% | -19.0% | -2.2% |
| 7D | +3.6% | +4.0% | -0.4% | +2.8% |
| 30D | +8.4% | -13.1% | +21.4% | +9.3% |
| 3M | +13.4% | +14.6% | -1.1% | +8.4% |
| 6M | +18.9% | +133.7% | -114.8% | +1.5% |
| YTD | +11.9% | +143.0% | -131.0% | -5.5% |
| 1Y | +13.1% | +320.9% | -307.8% | -12.0% |
| 3Y | +97.1% | -58.9% | +156.0% | +82.5% |
| 5Y | -27.8% | -89.7% | +61.9% | -24.9% |
| 10Y | +338.5% | -99.1% | +437.5% | +434.9% |
| All | +368.0% | -99.8% | +467.8% | +511.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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