-3.1%
QBTS vs FAST
+165.1%
-168.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.1% | -7.7% | -7.6% |
| 7D | +8.7% | +5.0% | +3.7% | +7.8% |
| 30D | -26.5% | +8.6% | -35.0% | -27.6% |
| 3M | -52.6% | +6.9% | -59.5% | -53.2% |
| 6M | -56.0% | +29.6% | -85.6% | -58.4% |
| YTD | -62.4% | +41.4% | -103.8% | -65.1% |
| 1Y | -62.7% | +38.5% | -101.2% | -65.3% |
| 3Y | +1,266.7% | +98.7% | +1,167.9% | +1,075.8% |
| 5Y | +0.2% | +108.0% | -107.8% | -11.1% |
| All | -3.1% | +165.1% | -168.2% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling