-55.7%
QBTS vs FAST
+27.5%
-83.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.9% |
| 7D | +2.6% | +4.3% | -1.7% | +3.5% |
| 30D | -22.5% | +8.3% | -30.8% | -20.6% |
| 3M | -47.4% | +6.5% | -53.8% | -46.5% |
| 6M | -55.7% | +29.5% | -85.2% | -47.8% |
| All | -55.7% | +27.5% | -83.2% | -47.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling