+331.8%
ARKK vs FFIV
+249.4%
+82.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -1.6% |
| 7D | -3.1% | +5.4% | -8.5% | -6.6% |
| 30D | +2.7% | -2.7% | +5.4% | +4.1% |
| 3M | +10.8% | +4.5% | +6.2% | +6.3% |
| 6M | +14.4% | +42.2% | -27.8% | -12.3% |
| YTD | +8.7% | +61.3% | -52.6% | -24.4% |
| 1Y | +6.7% | +23.0% | -16.3% | -11.2% |
| 3Y | +87.4% | +156.3% | -68.9% | -8.7% |
| 5Y | -29.5% | +102.9% | -132.3% | -59.5% |
| All | +331.8% | +249.4% | +82.4% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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