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

FLEX vs XME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,060.6%
XME return
+401.9%
Excess return
+658.6%
Maximum drawdown
-70.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioXMEExcessAlpha
1D+4.4%+1.1%+3.3%+3.6%
7D+7.0%+3.6%+3.4%+4.3%
30D-5.8%+3.6%-9.4%-8.3%
3M-24.2%+1.2%-25.4%-24.8%
6M+90.8%+9.0%+81.8%+81.4%
YTD+89.2%+15.9%+73.3%+71.6%
1Y+104.7%+43.2%+61.5%+59.5%
3Y+478.1%+137.4%+340.7%+218.9%
5Y+726.2%+185.0%+541.1%+282.2%
10Y+1,060.6%+409.5%+651.1%+234.4%
All+1,060.6%+401.9%+658.6%+234.4%

Cumulative growth

Daily Returns

Daily percentage return beside XME.

Daily Out/Under-Performance

Portfolio return minus XME return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × XME 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 XME 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