I don't know much about this fly except that it is a bee fly.  This group has about 800 species in North America.  Typically the adults sip nectar and can fly very well.  They larva are external parasitoids, usually of insects that make nests in the ground.

I used flash to take this photograph.  Every time I snapped a picture, the fly would be startled and would jump and fly about an inch off its perch, then would land back in the same spot.