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  • EFX vs FIVE✓SelectedUSD · FIVEEFX vs FIVE performance historyLatest closeAs of-3.07%09/08
Stock and ETF performance explorer

EFX vs FIVE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+40.2%
FIVE return
+475.1%
Excess return
-434.9%
Maximum drawdown
-49.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFIVEExcessAlpha
1D-3.1%+0.7%-3.8%-3.2%
7D-7.8%+3.7%-11.5%-8.7%
30D-5.7%+4.0%-9.7%-6.8%
3M+2.5%+36.2%-33.7%-4.9%
6M-16.7%+18.0%-34.7%-20.7%
YTD-20.2%+34.9%-55.1%-26.5%
1Y-31.4%+67.9%-99.3%-40.2%
3Y-10.5%+57.3%-67.8%-25.4%
5Y-35.2%+39.5%-74.7%-46.0%
10Y+40.2%+496.4%-456.3%-8.8%
All+40.2%+475.1%-434.9%-8.8%

Cumulative growth

Daily Returns

Daily percentage return beside FIVE.

Daily Out/Under-Performance

Portfolio return minus FIVE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FIVE 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 FIVE 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