-52.3%
QBTS vs FLUT
-16.3%
-36.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.4% |
| 7D | +13.7% | -6.5% | +20.1% | +13.7% |
| 30D | -21.3% | +2.8% | -24.0% | -21.6% |
| 3M | -44.7% | -13.5% | -31.3% | -44.2% |
| All | -52.3% | -16.3% | -36.0% | -51.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling