-60.9%
QBTS vs FAST
+36.2%
-97.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.0% | +4.4% | +7.0% |
| 7D | +13.7% | +3.8% | +9.8% | +13.1% |
| 30D | -21.3% | +8.1% | -29.3% | -22.1% |
| 3M | -44.7% | +5.8% | -50.5% | -45.2% |
| 6M | -49.2% | +24.9% | -74.0% | -51.5% |
| YTD | -56.1% | +38.9% | -95.1% | -60.8% |
| All | -60.9% | +36.2% | -97.2% | -65.0% |
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