-65.6%
FIS vs USFR
+20.5%
-86.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -3.5% | +0.1% | -3.5% | -3.4% |
| 30D | -7.8% | +0.3% | -8.2% | -7.8% |
| 3M | +0.8% | +1.0% | -0.1% | +0.8% |
| 6M | -21.9% | +1.9% | -23.8% | -21.9% |
| YTD | -39.5% | +2.7% | -42.1% | -39.4% |
| 1Y | -41.0% | +4.0% | -45.0% | -40.8% |
| 3Y | -23.6% | +14.0% | -37.6% | -8.4% |
| 5Y | -65.6% | +20.4% | -86.0% | -40.0% |
| All | -65.6% | +20.5% | -86.1% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling