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  • FCEL vs EME✓SelectedUSD · EMEFCEL vs EME performance historyLatest closeAs of+18.80%09/08
Stock and ETF performance explorer

FCEL vs EME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-99.7%
EME return
+62,686.4%
Excess return
-62,786.2%
Maximum drawdown
-100.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEMEExcessAlpha
1D+18.8%+2.5%+16.3%+17.4%
7D+4.0%+5.2%-1.2%+1.3%
30D-13.1%-5.4%-7.7%-10.0%
3M+14.6%-6.1%+20.7%+21.7%
6M+133.7%+9.7%+124.0%+128.5%
YTD+143.0%+26.6%+116.4%+120.0%
1Y+320.9%+24.6%+296.2%+288.2%
3Y-58.9%+249.6%-308.5%-79.6%
5Y-89.7%+556.6%-646.2%-96.3%
10Y-99.1%+1,286.6%-1,385.7%-99.8%
All-99.7%+62,686.4%-62,786.2%-100.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling