+1,055.8%
QBTS vs FAST
+91.5%
+964.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.6% | -12.2% | -12.6% |
| 7D | -21.7% | +0.7% | -22.4% | -21.8% |
| 30D | -42.7% | +4.6% | -47.3% | -43.6% |
| 3M | -57.7% | +6.4% | -64.0% | -58.6% |
| 6M | -58.0% | +20.6% | -78.6% | -60.8% |
| YTD | -65.4% | +34.7% | -100.1% | -69.3% |
| 1Y | -70.8% | +29.7% | -100.5% | -73.7% |
| All | +1,055.8% | +91.5% | +964.3% | +522.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling