-5.8%
QBTS vs FAST
+163.4%
-169.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -10.5% | +4.2% | -14.6% | -11.2% |
| 30D | -20.5% | +6.7% | -27.2% | -21.5% |
| 3M | -54.3% | +8.0% | -62.3% | -55.0% |
| 6M | -55.4% | +27.4% | -82.8% | -57.7% |
| YTD | -63.4% | +40.5% | -103.9% | -66.1% |
| 1Y | -59.1% | +38.4% | -97.5% | -62.0% |
| 3Y | +1,216.8% | +98.7% | +1,118.1% | +1,033.9% |
| 5Y | -2.6% | +106.7% | -109.3% | -13.5% |
| All | -5.8% | +163.4% | -169.2% | -18.1% |
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