+3.0%
FIS vs USFR
+27.5%
-24.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -2.2% | +0.3% | -2.5% | -2.2% |
| 3M | +2.1% | +1.0% | +1.1% | +2.1% |
| 6M | -14.7% | +1.9% | -16.6% | -14.7% |
| YTD | -35.7% | +2.6% | -38.3% | -35.7% |
| 1Y | -37.1% | +4.0% | -41.1% | -37.1% |
| 3Y | -20.0% | +14.1% | -34.1% | -19.7% |
| 5Y | -62.1% | +20.4% | -82.5% | -61.9% |
| 10Y | -37.4% | +28.0% | -65.4% | -36.5% |
| All | +3.0% | +27.5% | -24.6% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling