-40.9%
FIS vs USFR
+28.0%
-68.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -9.1% | +0.1% | -9.1% | -9.1% |
| 30D | -10.4% | +0.3% | -10.7% | -10.5% |
| 3M | -3.7% | +1.0% | -4.7% | -4.0% |
| 6M | -24.8% | +1.9% | -26.7% | -25.2% |
| YTD | -41.6% | +2.7% | -44.2% | -42.0% |
| 1Y | -42.7% | +4.0% | -46.7% | -43.4% |
| 3Y | -26.2% | +14.0% | -40.3% | -27.9% |
| 5Y | -66.1% | +20.4% | -86.5% | -67.0% |
| 10Y | -40.9% | +28.0% | -68.9% | -40.6% |
| All | -40.9% | +28.0% | -68.9% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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