-5.8%
QBTS vs FCUV
-99.1%
+93.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +136.0% | -138.8% | -3.9% |
| 7D | -10.5% | +148.8% | -159.3% | -11.5% |
| 30D | -20.5% | +95.0% | -115.6% | -21.2% |
| 3M | -54.3% | +27.8% | -82.1% | -54.8% |
| 6M | -55.4% | +121.0% | -176.4% | -57.9% |
| YTD | -63.4% | -78.1% | +14.7% | -64.1% |
| 1Y | -59.1% | -94.3% | +35.1% | -59.0% |
| 3Y | +1,216.8% | -98.9% | +1,315.7% | +1,237.3% |
| 5Y | -2.6% | -99.7% | +97.1% | -0.5% |
| All | -5.8% | -99.1% | +93.3% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling