Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FIS vs EME✓SelectedUSD · EMEFIS vs EME performance historyLatest closeAs of-3.42%09/09
Stock and ETF performance explorer

FIS vs EME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-66.1%
EME return
+544.7%
Excess return
-610.9%
Maximum drawdown
-66.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioEMEExcessAlpha
1D-3.4%-2.4%-1.0%-3.2%
7D-9.1%+2.7%-11.8%-9.3%
30D-10.4%-6.8%-3.6%-9.9%
3M-3.7%-8.8%+5.1%-3.0%
6M-24.8%+5.0%-29.8%-26.4%
YTD-41.6%+23.5%-65.1%-44.9%
1Y-42.7%+21.3%-64.0%-46.7%
3Y-26.2%+241.1%-267.3%-52.7%
5Y-66.1%+549.2%-615.3%-84.3%
All-66.1%+544.7%-610.9%-84.3%

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