-65.1%
QBTS vs FLUT
-63.1%
-2.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.7% |
| 7D | -11.8% | +4.2% | -16.0% | -13.2% |
| 30D | -33.6% | +8.0% | -41.6% | -35.5% |
| 3M | -52.5% | -22.1% | -30.4% | -49.1% |
| 6M | -50.4% | -21.7% | -28.7% | -48.1% |
| YTD | -60.3% | -62.0% | +1.7% | -34.8% |
| 1Y | -65.1% | -63.2% | -1.9% | -41.3% |
| All | -65.1% | -63.1% | -2.0% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling