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  • FLUT vs EME✓SelectedUSD · EMEFLUT vs EME performance historyLatest closeAs of+1.91%09/11
Stock and ETF performance explorer

FLUT vs EME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,064.0%
EME return
+6,510.1%
Excess return
-4,446.2%
Maximum drawdown
-70.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEMEExcessAlpha
1D+1.9%+4.3%-2.4%+1.6%
7D+0.4%+3.5%-3.1%+0.2%
30D+2.5%-6.3%+8.9%+3.0%
3M-9.2%-3.8%-5.5%-9.4%
6M-8.2%+8.5%-16.7%-9.6%
YTD-53.2%+27.8%-81.0%-54.8%
1Y-65.6%+22.2%-87.8%-66.6%
3Y-43.6%+253.5%-297.0%-50.2%
5Y-50.3%+578.6%-628.9%-58.2%
10Y-9.3%+1,355.6%-1,364.9%-27.1%
All+2,064.0%+6,510.1%-4,446.2%+1,415.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling