+27.5%
ARKK vs FPS
+19.2%
+8.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.8% |
| 7D | +1.4% | +5.3% | -3.9% | +0.1% |
| 30D | +5.1% | -17.6% | +22.7% | +9.8% |
| 3M | +12.7% | -45.8% | +58.5% | +28.4% |
| 6M | +13.8% | -10.1% | +23.9% | +12.2% |
| All | +27.5% | +19.2% | +8.3% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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