+336.9%
ARKK vs USFD
+306.5%
+30.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | +0.4% |
| 7D | +1.4% | -7.0% | +8.4% | +4.3% |
| 30D | +5.1% | -10.3% | +15.4% | +9.7% |
| 3M | +12.7% | +9.2% | +3.6% | +8.1% |
| 6M | +13.8% | +7.4% | +6.4% | +9.3% |
| YTD | +9.9% | +29.4% | -19.4% | -3.3% |
| 1Y | +10.4% | +24.8% | -14.4% | -1.6% |
| 3Y | +93.6% | +150.0% | -56.4% | +31.5% |
| 5Y | -29.4% | +195.5% | -224.8% | -54.4% |
| 10Y | +336.9% | +315.7% | +21.1% | +127.8% |
| All | +336.9% | +306.5% | +30.3% | +127.8% |
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