-27.8%
ARKK vs USFD
+214.9%
-242.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.5% |
| 7D | +3.6% | -3.3% | +7.0% | +6.0% |
| 30D | +8.4% | -5.3% | +13.7% | +12.4% |
| 3M | +13.4% | +18.8% | -5.3% | -0.9% |
| 6M | +18.9% | +14.3% | +4.6% | +5.7% |
| YTD | +11.9% | +36.9% | -25.0% | -16.0% |
| 1Y | +13.1% | +31.7% | -18.6% | -12.9% |
| 3Y | +97.1% | +164.5% | -67.4% | -14.9% |
| 5Y | -27.8% | +212.6% | -240.4% | -72.4% |
| All | -27.8% | +214.9% | -242.7% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling