+63.3%
QBTS vs FLUT
-48.7%
+112.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | -22.5% | +7.7% | -30.2% | -24.3% |
| 3M | -40.0% | -0.7% | -39.3% | -40.6% |
| 6M | -12.3% | -11.2% | -1.2% | -10.7% |
| YTD | -36.6% | -53.4% | +16.8% | -22.3% |
| 1Y | +8.4% | -65.8% | +74.2% | +44.4% |
| 3Y | +1,380.4% | -44.9% | +1,425.3% | +1,668.7% |
| 5Y | +69.7% | -49.7% | +119.4% | +105.8% |
| All | +63.3% | -48.7% | +112.0% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling