+87.4%
ARKK vs VIVK
-100.0%
+187.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +0.7% |
| 7D | -3.1% | -4.4% | +1.3% | -3.0% |
| 30D | +2.7% | -40.8% | +43.5% | +3.4% |
| 3M | +10.8% | -94.1% | +104.9% | +14.5% |
| 6M | +14.4% | -98.2% | +112.6% | +19.3% |
| YTD | +8.7% | -98.0% | +106.7% | +11.9% |
| 1Y | +6.7% | -100.0% | +106.7% | +16.7% |
| 3Y | +87.4% | -100.0% | +187.4% | +78.0% |
| All | +87.4% | -100.0% | +187.4% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling