+4.9%
QBTS vs FAST
+164.9%
-159.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | +2.6% | +4.3% | -1.7% | +1.8% |
| 30D | -22.5% | +8.3% | -30.8% | -23.7% |
| 3M | -47.4% | +6.5% | -53.8% | -48.0% |
| 6M | -55.7% | +29.5% | -85.2% | -58.1% |
| YTD | -59.3% | +41.3% | -100.5% | -62.2% |
| 1Y | -63.3% | +37.4% | -100.7% | -65.7% |
| 3Y | +1,379.2% | +98.5% | +1,280.6% | +1,172.9% |
| 5Y | +8.3% | +111.1% | -102.8% | -3.9% |
| All | +4.9% | +164.9% | -159.9% | -8.9% |
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