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  • EXE vs FDS✓SelectedUSD · FDSEXE vs FDS performance historyLatest closeAs of-1.15%09/04
Stock and ETF performance explorer

EXE vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+178.5%
FDS return
+1.6%
Excess return
+176.9%
Maximum drawdown
-29.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D-1.2%-3.5%+2.4%-0.7%
7D-0.3%-1.9%+1.6%0.0%
30D+8.5%+9.0%-0.6%+7.1%
3M+5.5%+18.9%-13.4%+2.6%
6M-5.9%+35.1%-41.0%-10.8%
YTD-9.7%+5.5%-15.2%-10.2%
1Y+3.6%-16.8%+20.4%+8.4%
3Y+18.0%-28.1%+46.1%+27.0%
5Y+109.4%-17.4%+126.8%+127.3%
All+178.5%+1.6%+176.9%+215.4%

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