-41.3%
FIS vs USFR
+14.3%
-55.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -3.5% | +0.1% | -3.6% | -3.9% |
| 30D | -19.4% | +0.4% | -19.8% | -21.1% |
| 3M | -31.6% | +1.0% | -32.6% | -35.5% |
| 6M | -32.5% | +2.0% | -34.6% | -40.9% |
| YTD | -56.0% | +3.4% | -59.4% | -65.1% |
| 1Y | -55.5% | +4.1% | -59.6% | -66.3% |
| All | -41.3% | +14.3% | -55.6% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling