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

FLEX vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,328.8%
FDS return
+9,502.8%
Excess return
-5,174.0%
Maximum drawdown
-96.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D+1.5%-3.5%+5.0%+3.1%
7D-0.9%-1.9%+1.0%-0.1%
30D-10.1%+9.0%-19.2%-14.4%
3M-31.3%+18.9%-50.2%-39.7%
6M+71.3%+35.1%+36.1%+36.1%
YTD+81.2%+5.5%+75.7%+59.9%
1Y+98.5%-16.8%+115.3%+93.8%
3Y+428.2%-28.1%+456.3%+443.3%
5Y+657.3%-17.4%+674.7%+611.7%
10Y+995.9%+85.4%+910.5%+562.4%
All+4,328.8%+9,502.8%-5,174.0%+465.8%

Cumulative growth

Daily Returns

Daily percentage return beside FDS.

Daily Out/Under-Performance

Portfolio return minus FDS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FDS 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 FDS 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