+68.7%
QBTS vs FLUT
-49.1%
+117.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.8% | -2.7% |
| 7D | +3.8% | -2.6% | +6.4% | +4.6% |
| 30D | -15.2% | +5.4% | -20.6% | -16.7% |
| 3M | -27.2% | -10.8% | -16.4% | -25.5% |
| 6M | -10.1% | -9.2% | -0.9% | -9.0% |
| YTD | -34.5% | -53.8% | +19.3% | -19.6% |
| 1Y | +6.0% | -66.0% | +72.0% | +41.4% |
| 3Y | +1,779.3% | -44.7% | +1,823.9% | +2,147.4% |
| 5Y | +75.4% | -50.6% | +126.0% | +113.3% |
| All | +68.7% | -49.1% | +117.7% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling