+20.3%
ARKK vs VG
-44.6%
+64.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -0.6% | +14.0% | -14.6% | -1.8% |
| 30D | -11.2% | -1.0% | -10.3% | -11.3% |
| 3M | -9.2% | -2.7% | -6.5% | -9.4% |
| 6M | -3.9% | +1.5% | -5.4% | -5.5% |
| YTD | -2.5% | +93.7% | -96.2% | -18.7% |
| 1Y | -2.7% | +68.5% | -71.3% | -16.7% |
| All | +20.3% | -44.6% | +64.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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