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  • FLEX vs ECL✓SelectedUSD · ECLFLEX vs ECL performance historyLatest closeAs of+1.50%09/04
Stock and ETF performance explorer

FLEX vs ECL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,917.6%
ECL return
+7,699.7%
Excess return
+218.0%
Maximum drawdown
-96.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioECLExcessAlpha
1D+1.5%+0.1%+1.4%+1.4%
7D-0.9%-2.6%+1.7%+0.8%
30D-10.1%-2.2%-8.0%-9.2%
3M-31.3%+10.1%-41.5%-36.3%
6M+71.3%-5.7%+77.0%+75.8%
YTD+81.2%+7.0%+74.3%+71.1%
1Y+98.5%+2.7%+95.8%+90.9%
3Y+428.2%+57.7%+370.5%+277.2%
5Y+657.3%+31.1%+626.1%+496.5%
10Y+995.9%+150.9%+845.1%+471.3%
All+7,917.6%+7,699.7%+218.0%+1,100.8%

Cumulative growth

Daily Returns

Daily percentage return beside ECL.

Daily Out/Under-Performance

Portfolio return minus ECL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ECL 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 ECL 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