+359.8%
ARKK vs XME
+305.4%
+54.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.4% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +5.1% | +1.4% | +3.7% | +4.3% |
| 3M | +12.7% | +2.7% | +10.0% | +10.8% |
| 6M | +13.8% | +6.5% | +7.3% | +9.4% |
| YTD | +9.9% | +15.2% | -5.3% | +0.9% |
| 1Y | +10.4% | +43.5% | -33.1% | -10.4% |
| 3Y | +93.6% | +135.9% | -42.3% | +21.9% |
| 5Y | -29.4% | +181.5% | -210.8% | -58.8% |
| 10Y | +336.9% | +436.9% | -100.0% | +84.1% |
| All | +359.8% | +305.4% | +54.3% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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