+331.8%
ARKK vs VSH
+196.4%
+135.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.5% | -2.4% |
| 7D | -3.1% | +4.8% | -7.8% | -5.4% |
| 30D | +2.7% | -0.7% | +3.4% | +2.4% |
| 3M | +10.8% | -43.1% | +53.8% | +40.0% |
| 6M | +14.4% | +91.8% | -77.4% | -29.1% |
| YTD | +8.7% | +131.6% | -123.0% | -40.6% |
| 1Y | +6.7% | +118.1% | -111.3% | -40.0% |
| 3Y | +87.4% | +40.9% | +46.5% | +28.4% |
| 5Y | -29.5% | +75.8% | -105.2% | -57.6% |
| All | +331.8% | +196.4% | +135.4% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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