+171.5%
EXC vs ARKK
+306.9%
-135.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.3% | +1.6% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | +8.6% | -11.2% | +19.8% | +9.8% |
| 3M | +2.4% | -9.2% | +11.6% | +3.1% |
| 6M | +6.5% | -3.9% | +10.4% | +6.2% |
| YTD | +9.0% | -2.5% | +11.6% | +8.1% |
| 1Y | +4.6% | -2.7% | +7.3% | +3.6% |
| 3Y | +33.5% | +87.9% | -54.4% | +15.9% |
| 5Y | +41.4% | -35.7% | +77.1% | +47.2% |
| 10Y | +204.3% | +299.2% | -94.9% | +93.0% |
| All | +171.5% | +306.9% | -135.4% | +61.8% |
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