Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • BR vs FDS✓SelectedUSD · FDSBR vs FDS performance historyLatest closeAs of-3.37%09/04
Stock and ETF performance explorer

BR vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,172.5%
FDS return
+470.0%
Excess return
+702.5%
Maximum drawdown
-59.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D-3.4%-3.5%+0.1%-1.8%
7D-5.3%-1.9%-3.4%-4.5%
30D+6.4%+9.0%-2.6%+2.3%
3M+13.6%+18.9%-5.2%+4.4%
6M-6.7%+35.1%-41.8%-19.7%
YTD-21.1%+5.5%-26.6%-24.7%
1Y-29.6%-16.8%-12.7%-25.8%
3Y-2.4%-28.1%+25.7%+8.4%
5Y+11.2%-17.4%+28.7%+14.9%
10Y+191.8%+85.4%+106.3%+98.8%
All+1,172.5%+470.0%+702.5%+332.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling