+368.0%
ARKK vs VFC
-71.4%
+439.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.5% |
| 7D | +3.6% | +0.8% | +2.8% | +3.2% |
| 30D | +8.4% | -11.9% | +20.3% | +13.5% |
| 3M | +13.4% | -20.2% | +33.6% | +21.8% |
| 6M | +18.9% | -23.0% | +41.9% | +28.9% |
| YTD | +11.9% | -26.2% | +38.1% | +22.7% |
| 1Y | +13.1% | -13.3% | +26.4% | +14.5% |
| 3Y | +97.1% | -25.5% | +122.5% | +82.7% |
| 5Y | -27.8% | -78.1% | +50.3% | +14.5% |
| 10Y | +338.5% | -68.8% | +407.3% | +476.5% |
| All | +368.0% | -71.4% | +439.5% | +516.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling