+359.8%
ARKK vs VMC
+347.7%
+12.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.1% |
| 7D | +1.4% | -5.3% | +6.7% | +4.2% |
| 30D | +5.1% | -12.3% | +17.4% | +12.1% |
| 3M | +12.7% | -10.3% | +23.0% | +18.3% |
| 6M | +13.8% | -8.6% | +22.4% | +17.8% |
| YTD | +9.9% | -11.9% | +21.8% | +15.1% |
| 1Y | +10.4% | -13.9% | +24.3% | +17.0% |
| 3Y | +93.6% | +18.2% | +75.4% | +74.8% |
| 5Y | -29.4% | +47.7% | -77.1% | -41.6% |
| 10Y | +336.9% | +152.5% | +184.4% | +175.6% |
| All | +359.8% | +347.7% | +12.1% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling