+359.8%
ARKK vs VSH
+195.4%
+164.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | +1.4% | +3.5% | -2.1% | -0.4% |
| 30D | +5.1% | -4.4% | +9.5% | +6.9% |
| 3M | +12.7% | -45.8% | +58.6% | +45.3% |
| 6M | +13.8% | +90.1% | -76.3% | -28.3% |
| YTD | +9.9% | +120.3% | -110.4% | -37.2% |
| 1Y | +10.4% | +112.2% | -101.8% | -36.0% |
| 3Y | +93.6% | +36.6% | +57.0% | +36.1% |
| 5Y | -29.4% | +67.0% | -96.4% | -55.6% |
| 10Y | +336.9% | +179.5% | +157.4% | +103.4% |
| All | +359.8% | +195.4% | +164.4% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling