+5.2%
QBTS vs FAST
+152.9%
-147.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +0.2% | +17.8% | +18.0% |
| 7D | +0.3% | +2.1% | -1.8% | -0.1% |
| 30D | -29.8% | +6.9% | -36.7% | -30.8% |
| 3M | -45.0% | +4.8% | -49.8% | -45.5% |
| 6M | -55.2% | +19.8% | -75.0% | -57.0% |
| YTD | -59.2% | +34.9% | -94.1% | -61.8% |
| 1Y | -62.4% | +32.8% | -95.2% | -64.7% |
| 3Y | +1,264.0% | +93.7% | +1,170.2% | +1,082.2% |
| 5Y | +8.8% | +105.3% | -96.5% | -2.8% |
| All | +5.2% | +152.9% | -147.7% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling