+331.8%
ARKK vs VICR
+1,679.8%
-1,348.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.5% | -2.5% |
| 7D | -3.1% | +5.0% | -8.0% | -4.6% |
| 30D | +2.7% | -12.5% | +15.2% | +5.6% |
| 3M | +10.8% | -33.6% | +44.4% | +20.1% |
| 6M | +14.4% | +10.7% | +3.7% | +1.7% |
| YTD | +8.7% | +80.6% | -71.9% | -18.4% |
| 1Y | +6.7% | +288.4% | -281.6% | -38.9% |
| 3Y | +87.4% | +213.8% | -126.4% | +4.4% |
| 5Y | -29.5% | +58.8% | -88.3% | -56.8% |
| All | +331.8% | +1,679.8% | -1,348.0% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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