+74.1%
QBTS vs FE
+95.4%
-21.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.3% | +6.4% |
| 7D | +6.8% | +0.6% | +6.2% | +7.0% |
| 30D | -14.9% | -2.1% | -12.7% | -15.3% |
| 3M | -31.6% | +2.6% | -34.2% | -31.1% |
| 6M | -4.9% | -6.8% | +1.8% | -5.9% |
| YTD | -32.4% | +6.9% | -39.3% | -31.3% |
| 1Y | +14.6% | +11.6% | +3.0% | +17.6% |
| 3Y | +1,839.6% | +47.7% | +1,791.9% | +2,004.6% |
| 5Y | +81.2% | +46.2% | +35.0% | +94.3% |
| All | +74.1% | +95.4% | -21.4% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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