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  • EAT vs FDS✓SelectedUSD · FDSEAT vs FDS performance historyLatest closeAs of-3.23%09/09
Stock and ETF performance explorer

EAT vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+381.4%
FDS return
+72.8%
Excess return
+308.6%
Maximum drawdown
-84.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D-3.2%-3.4%+0.2%-1.7%
7D-6.8%-8.8%+2.0%-2.8%
30D-5.4%-1.4%-4.0%-5.3%
3M+42.8%+13.9%+28.9%+31.1%
6M+56.5%+27.4%+29.1%+32.7%
YTD+50.0%-2.5%+52.5%+45.0%
1Y+38.3%-23.8%+62.1%+53.4%
3Y+591.6%-32.5%+624.1%+708.9%
5Y+312.6%-23.2%+335.8%+335.4%
10Y+381.4%+76.4%+305.0%+240.0%
All+381.4%+72.8%+308.6%+240.0%

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