+18.0%
EQT vs ARKK
+350.7%
-332.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.1% |
| 7D | -1.2% | -4.7% | +3.5% | +0.1% |
| 30D | +1.1% | +3.1% | -2.0% | 0.0% |
| 3M | +4.8% | +13.8% | -9.0% | +0.5% |
| 6M | -10.6% | +14.0% | -24.5% | -14.9% |
| YTD | +3.4% | +8.0% | -4.5% | -0.5% |
| 1Y | +8.7% | +9.9% | -1.3% | +3.6% |
| 3Y | +35.0% | +90.2% | -55.2% | +6.7% |
| 5Y | +204.2% | -29.9% | +234.1% | +207.5% |
| 10Y | +52.5% | +329.1% | -276.6% | -27.0% |
| All | +18.0% | +350.7% | -332.7% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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