-65.1%
QBTS vs FAST
+32.0%
-97.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -11.8% | +3.4% | -15.2% | -12.2% |
| 30D | -33.6% | +5.5% | -39.1% | -34.3% |
| 3M | -52.5% | +7.6% | -60.0% | -53.2% |
| 6M | -50.4% | +19.8% | -70.2% | -52.6% |
| YTD | -60.3% | +35.5% | -95.8% | -65.9% |
| 1Y | -65.1% | +31.6% | -96.7% | -69.7% |
| All | -65.1% | +32.0% | -97.1% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling