+63.3%
QBTS vs FCUV
-97.9%
+161.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -13.7% | +12.2% | -1.3% |
| 7D | -2.4% | +62.8% | -65.2% | -2.9% |
| 30D | -22.5% | +66.5% | -89.0% | -23.1% |
| 3M | -40.0% | +459.9% | -500.0% | -43.3% |
| 6M | -12.3% | -12.4% | 0.0% | -14.9% |
| YTD | -36.6% | -47.5% | +10.9% | -37.8% |
| 1Y | +8.4% | -80.5% | +88.9% | +8.0% |
| 3Y | +1,380.4% | -97.6% | +1,478.0% | +1,404.2% |
| 5Y | +69.7% | -99.5% | +169.2% | +73.4% |
| All | +63.3% | -97.9% | +161.2% | +64.9% |
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