Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • D vs EME✓SelectedUSD · EMED vs EME performance historyLatest closeAs of+0.58%09/08
Stock and ETF performance explorer

D vs EME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6.5%
EME return
+565.5%
Excess return
-559.0%
Maximum drawdown
-52.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioEMEExcessAlpha
1D+0.6%+2.5%-1.9%+0.4%
7D+0.8%+5.2%-4.4%+0.5%
30D-0.7%-5.4%+4.6%-0.5%
3M+2.1%-6.1%+8.2%+2.4%
6M+6.8%+9.7%-2.8%+5.7%
YTD+16.5%+26.6%-10.0%+14.0%
1Y+19.2%+24.6%-5.5%+16.0%
3Y+61.9%+249.6%-187.7%+29.0%
5Y+6.5%+556.6%-550.0%-27.6%
All+6.5%+565.5%-559.0%-27.6%

Cumulative growth

Daily Returns

Daily percentage return beside EME.

Daily Out/Under-Performance

Portfolio return minus EME return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…

5y analysis · Full analysis span regression · 6 months rolling