+351.6%
ARKK vs VTR
+91.8%
+259.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | -4.7% | -1.8% | -2.9% | -4.2% |
| 30D | +3.1% | +4.0% | -0.9% | +1.9% |
| 3M | +13.8% | +7.8% | +5.9% | +10.6% |
| 6M | +14.0% | +6.4% | +7.6% | +10.9% |
| YTD | +8.0% | +18.3% | -10.3% | +1.6% |
| 1Y | +9.9% | +33.9% | -24.0% | -0.8% |
| 3Y | +90.2% | +134.3% | -44.2% | +43.4% |
| 5Y | -29.9% | +90.3% | -120.2% | -44.1% |
| 10Y | +329.1% | +100.1% | +229.0% | +191.3% |
| All | +351.6% | +91.8% | +259.9% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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