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  • FIVE vs BG✓SelectedUSD · BGFIVE vs BG performance historyLatest closeAs of+0.74%09/08
Stock and ETF performance explorer

FIVE vs BG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+39.5%
BG return
+84.8%
Excess return
-45.2%
Maximum drawdown
-74.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioBGExcessAlpha
1D+0.7%+4.4%-3.6%+0.1%
7D+3.7%+2.4%+1.3%+3.3%
30D+4.0%+15.0%-11.1%+1.7%
3M+36.2%-0.7%+36.9%+36.2%
6M+18.0%+7.5%+10.5%+16.3%
YTD+34.9%+41.6%-6.7%+26.5%
1Y+67.9%+50.7%+17.3%+55.4%
3Y+57.3%+20.3%+37.0%+48.2%
5Y+39.5%+85.2%-45.7%+22.5%
All+39.5%+84.8%-45.2%+22.5%

Cumulative growth

Daily Returns

Daily percentage return beside BG.

Daily Out/Under-Performance

Portfolio return minus BG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BG 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 BG 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