-29.9%
ARKK vs VFC
-79.4%
+49.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.2% |
| 7D | -4.7% | -3.3% | -1.4% | -3.5% |
| 30D | +3.1% | -14.0% | +17.1% | +8.9% |
| 3M | +13.8% | -22.6% | +36.3% | +23.6% |
| 6M | +14.0% | -24.7% | +38.7% | +24.5% |
| YTD | +8.0% | -29.0% | +36.9% | +20.0% |
| 1Y | +9.9% | -13.8% | +23.7% | +11.4% |
| 3Y | +90.2% | -28.2% | +118.4% | +78.1% |
| 5Y | -29.9% | -79.0% | +49.1% | +54.9% |
| All | -29.9% | -79.4% | +49.5% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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