+354.4%
ARKK vs VYM
+242.6%
+111.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | -0.2% |
| 7D | -3.1% | -0.8% | -2.3% | -2.0% |
| 30D | +2.7% | -2.2% | +5.0% | +5.8% |
| 3M | +10.8% | +3.1% | +7.7% | +6.6% |
| 6M | +14.4% | +9.7% | +4.7% | +2.0% |
| YTD | +8.7% | +14.9% | -6.2% | -8.5% |
| 1Y | +6.7% | +17.6% | -10.8% | -12.4% |
| 3Y | +87.4% | +65.3% | +22.1% | +5.5% |
| 5Y | -29.5% | +78.7% | -108.2% | -61.9% |
| 10Y | +331.8% | +208.2% | +123.6% | +38.4% |
| All | +354.4% | +242.6% | +111.8% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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