+331.8%
ARKK vs FDX
+182.5%
+149.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -3.1% | -3.3% | +0.2% | -1.4% |
| 30D | +2.7% | -4.5% | +7.2% | +5.1% |
| 3M | +10.8% | -7.3% | +18.1% | +14.8% |
| 6M | +14.4% | +7.5% | +6.8% | +8.6% |
| YTD | +8.7% | +35.1% | -26.4% | -9.2% |
| 1Y | +6.7% | +71.4% | -64.7% | -21.9% |
| 3Y | +87.4% | +60.8% | +26.6% | +36.4% |
| 5Y | -29.5% | +65.5% | -94.9% | -50.8% |
| All | +331.8% | +182.5% | +149.3% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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