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  • FLEX vs EMR✓SelectedUSD · EMRFLEX vs EMR performance historyLatest closeAs of+4.38%09/08
Stock and ETF performance explorer

FLEX vs EMR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,060.6%
EMR return
+268.7%
Excess return
+791.9%
Maximum drawdown
-70.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEMRExcessAlpha
1D+4.4%-0.4%+4.8%+4.7%
7D+7.0%+3.1%+3.9%+4.3%
30D-5.8%-3.5%-2.3%-3.0%
3M-24.2%+9.8%-34.0%-29.7%
6M+90.8%+10.8%+80.0%+78.3%
YTD+89.2%+15.9%+73.3%+68.0%
1Y+104.7%+16.4%+88.3%+80.6%
3Y+478.1%+62.1%+416.0%+288.3%
5Y+726.2%+62.9%+663.3%+444.6%
10Y+1,060.6%+267.8%+792.8%+346.2%
All+1,060.6%+268.7%+791.9%+346.2%

Cumulative growth

Daily Returns

Daily percentage return beside EMR.

Daily Out/Under-Performance

Portfolio return minus EMR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EMR 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 EMR 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