+331.8%
ARKK vs VMC
+156.6%
+175.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.2% |
| 7D | -3.1% | -3.8% | +0.7% | -1.1% |
| 30D | +2.7% | -9.7% | +12.4% | +8.3% |
| 3M | +10.8% | -9.6% | +20.4% | +16.0% |
| 6M | +14.4% | -4.8% | +19.2% | +16.0% |
| YTD | +8.7% | -10.9% | +19.5% | +13.3% |
| 1Y | +6.7% | -15.6% | +22.3% | +14.5% |
| 3Y | +87.4% | +19.3% | +68.1% | +67.0% |
| 5Y | -29.5% | +48.0% | -77.5% | -42.6% |
| All | +331.8% | +156.6% | +175.2% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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