-23.6%
FIS vs USFR
+14.0%
-37.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -6.0% |
| 7D | -3.5% | +0.1% | -3.5% | -3.6% |
| 30D | -7.8% | +0.3% | -8.2% | -8.9% |
| 3M | +0.8% | +1.0% | -0.1% | -3.0% |
| 6M | -21.9% | +1.9% | -23.8% | -27.5% |
| YTD | -39.5% | +2.7% | -42.1% | -45.3% |
| 1Y | -41.0% | +4.0% | -45.0% | -49.1% |
| 3Y | -23.6% | +14.0% | -37.6% | -37.7% |
| All | -23.6% | +14.0% | -37.6% | -37.7% |
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