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  • BN vs FDS✓SelectedUSD · FDSBN vs FDS performance historyLatest closeAs of-1.91%09/09
Stock and ETF performance explorer

BN vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+264.7%
FDS return
+72.8%
Excess return
+191.8%
Maximum drawdown
-51.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D-1.9%-3.4%+1.5%-0.4%
7D-3.0%-8.8%+5.8%+1.1%
30D-13.0%-1.4%-11.6%-12.7%
3M-15.2%+13.9%-29.1%-21.6%
6M-5.9%+27.4%-33.3%-19.5%
YTD-15.8%-2.5%-13.3%-17.8%
1Y-12.2%-23.8%+11.6%-3.1%
3Y+72.2%-32.5%+104.7%+102.6%
5Y+33.2%-23.2%+56.4%+44.6%
10Y+264.7%+76.4%+188.3%+173.6%
All+264.7%+72.8%+191.8%+173.6%

Cumulative growth

Daily Returns

Daily percentage return beside FDS.

Daily Out/Under-Performance

Portfolio return minus FDS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…

10y analysis · Full analysis span regression · 6 months rolling