+359.8%
ARKK vs VIG
+280.4%
+79.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.0% |
| 7D | +1.4% | -1.2% | +2.6% | +3.2% |
| 30D | +5.1% | -2.8% | +7.9% | +9.7% |
| 3M | +12.7% | +2.5% | +10.3% | +9.0% |
| 6M | +13.8% | +8.1% | +5.7% | +2.2% |
| YTD | +9.9% | +9.6% | +0.4% | -3.0% |
| 1Y | +10.4% | +14.2% | -3.7% | -7.8% |
| 3Y | +93.6% | +56.1% | +37.5% | +8.8% |
| 5Y | -29.4% | +62.8% | -92.2% | -60.3% |
| 10Y | +336.9% | +248.2% | +88.7% | +11.8% |
| All | +359.8% | +280.4% | +79.4% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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