+8.3%
QBTS vs FAST
+113.6%
-105.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.8% |
| 3M | -47.4% | +6.5% | -53.8% | -48.1% |
| 6M | -55.7% | +29.5% | -85.2% | -58.3% |
| YTD | -59.3% | +41.3% | -100.5% | -62.5% |
| 1Y | -63.3% | +37.4% | -100.7% | -66.0% |
| 3Y | +1,379.2% | +98.5% | +1,280.6% | +1,147.6% |
| 5Y | +8.3% | +111.1% | -102.8% | -4.3% |
| All | +8.3% | +113.6% | -105.2% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling