+33.3%
ARKK vs VG
-34.8%
+68.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -1.9% |
| 7D | -4.7% | +7.0% | -11.7% | -5.3% |
| 30D | +3.1% | +17.2% | -14.2% | +1.4% |
| 3M | +13.8% | +16.8% | -3.0% | +11.3% |
| 6M | +14.0% | +36.3% | -22.4% | +5.7% |
| YTD | +8.0% | +127.9% | -119.9% | -11.0% |
| 1Y | +9.9% | +11.7% | -1.8% | +3.8% |
| All | +33.3% | -34.8% | +68.0% | +24.1% |
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