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  • FLEX vs EME✓SelectedUSD · EMEFLEX vs EME performance historyLatest closeAs of-1.43%09/09
Stock and ETF performance explorer

FLEX vs EME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,086.7%
EME return
+1,266.0%
Excess return
-179.3%
Maximum drawdown
-70.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEMEExcessAlpha
1D-1.4%-2.4%+1.0%+0.2%
7D+6.4%+2.7%+3.6%+4.5%
30D-5.9%-6.8%+0.9%-1.2%
3M-23.5%-8.8%-14.6%-18.1%
6M+83.7%+5.0%+78.7%+80.6%
YTD+86.5%+23.5%+63.0%+65.7%
1Y+100.5%+21.3%+79.2%+77.3%
3Y+469.8%+241.1%+228.8%+156.9%
5Y+725.7%+549.2%+176.5%+142.0%
10Y+1,086.7%+1,306.4%-219.7%+128.3%
All+1,086.7%+1,266.0%-179.3%+128.3%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling