+1,457.0%
QBTS vs FCUV
-99.2%
+1,556.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.7% |
| 7D | -1.0% | -72.0% | +71.0% | -0.1% |
| 30D | -17.6% | -8.0% | -9.6% | -18.2% |
| 3M | -28.3% | +66.3% | -94.6% | -32.5% |
| 6M | -11.2% | -75.3% | +64.1% | -10.0% |
| YTD | -36.3% | -83.0% | +46.7% | -34.4% |
| 1Y | +3.9% | -94.7% | +98.5% | +12.1% |
| All | +1,457.0% | -99.2% | +1,556.3% | +1,844.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling