+326.7%
ARKK vs VT
+232.1%
+94.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | -0.1% |
| 7D | -2.4% | -0.7% | -1.7% | -0.9% |
| 30D | -10.8% | -1.7% | -9.1% | -7.7% |
| 3M | -2.6% | -2.3% | -0.3% | +2.1% |
| 6M | -1.9% | +1.5% | -3.5% | -2.8% |
| YTD | +2.0% | +12.0% | -10.0% | -13.2% |
| 1Y | -4.4% | +12.9% | -17.2% | -19.3% |
| 3Y | +97.5% | +74.9% | +22.6% | -11.0% |
| 5Y | -32.0% | +59.9% | -91.9% | -62.3% |
| 10Y | +317.7% | +224.6% | +93.1% | +11.0% |
| All | +326.7% | +232.1% | +94.6% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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