+86.2%
ARKK vs FLUT
-43.3%
+129.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -4.7% | -3.6% | -1.1% | -3.5% |
| 30D | +3.1% | -0.3% | +3.4% | +2.8% |
| 3M | +13.8% | -12.6% | +26.4% | +17.6% |
| 6M | +14.0% | -8.0% | +21.9% | +14.6% |
| YTD | +8.0% | -54.1% | +62.1% | +43.8% |
| 1Y | +9.9% | -66.1% | +76.0% | +65.9% |
| All | +86.2% | -43.3% | +129.5% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 3y: compounded portfolio wealth divided by compounded FLUT 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…
3y analysis · Full analysis span regression · 6 months rolling