+65.5%
QBTS vs FCUV
-99.3%
+164.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | +0.8% |
| 7D | +1.3% | -66.5% | +67.8% | +1.9% |
| 30D | -19.0% | +5.0% | -24.0% | -19.5% |
| 3M | -29.5% | +63.8% | -93.3% | -32.8% |
| 6M | -11.2% | -67.8% | +56.7% | -13.3% |
| YTD | -35.8% | -82.4% | +46.7% | -36.6% |
| 1Y | +1.7% | -94.7% | +96.4% | +2.3% |
| 3Y | +1,470.1% | -99.3% | +1,569.3% | +1,504.0% |
| 5Y | +72.3% | -99.9% | +172.2% | +77.0% |
| All | +65.5% | -99.3% | +164.8% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 10y: compounded portfolio wealth divided by compounded FCUV 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…
10y analysis · Full analysis span regression · 6 months rolling