+3.3%
QBTS vs FAST
+161.8%
-158.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.5% | -9.1% | -8.7% |
| 7D | +1.1% | +4.8% | -3.7% | +0.2% |
| 30D | -28.1% | +8.6% | -36.7% | -29.3% |
| 3M | -48.1% | +5.7% | -53.8% | -48.7% |
| 6M | -53.6% | +25.5% | -79.0% | -55.8% |
| YTD | -59.9% | +39.6% | -99.5% | -62.7% |
| 1Y | -64.3% | +35.5% | -99.8% | -66.6% |
| 3Y | +1,355.6% | +96.2% | +1,259.4% | +1,155.4% |
| 5Y | +6.6% | +110.2% | -103.6% | -5.3% |
| All | +3.3% | +161.8% | -158.5% | -10.1% |
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