+69.7%
QBTS vs FLNC
-71.1%
+140.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.6% | -1.6% |
| 7D | -1.0% | -5.0% | +4.0% | +0.3% |
| 30D | -17.6% | -26.1% | +8.4% | -11.2% |
| 3M | -28.3% | -55.2% | +26.8% | -13.1% |
| 6M | -11.2% | -42.6% | +31.4% | -3.4% |
| YTD | -36.3% | -51.0% | +14.7% | -29.3% |
| 1Y | +3.9% | +43.3% | -39.5% | -7.2% |
| 3Y | +1,728.8% | -63.4% | +1,792.2% | +1,759.5% |
| All | +69.7% | -71.1% | +140.7% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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