+317.7%
ARKK vs USFD
+375.5%
-57.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -2.4% | -0.2% | -2.2% | -2.2% |
| 30D | -10.8% | +12.3% | -23.2% | -15.1% |
| 3M | -2.6% | -0.7% | -1.9% | -2.8% |
| 6M | -1.9% | +31.3% | -33.2% | -13.2% |
| YTD | +2.0% | +45.7% | -43.7% | -14.8% |
| 1Y | -4.4% | +52.1% | -56.5% | -21.6% |
| 3Y | +97.5% | +158.2% | -60.7% | +31.9% |
| 5Y | -32.0% | +213.8% | -245.8% | -57.4% |
| 10Y | +317.7% | +367.0% | -49.3% | +111.7% |
| All | +317.7% | +375.5% | -57.8% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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