+13.0%
QBTS vs USFD
+225.4%
-212.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.1% | +4.3% | +6.2% |
| 7D | +13.7% | +3.9% | +9.8% | +11.9% |
| 30D | -21.3% | +12.8% | -34.1% | -25.1% |
| 3M | -44.7% | +1.0% | -45.7% | -45.1% |
| 6M | -49.2% | +30.3% | -79.4% | -55.4% |
| YTD | -56.1% | +46.0% | -102.1% | -63.8% |
| 1Y | -61.1% | +49.6% | -110.7% | -68.2% |
| 3Y | +1,511.0% | +166.3% | +1,344.7% | +1,067.3% |
| 5Y | +16.6% | +208.4% | -191.8% | -15.0% |
| All | +13.0% | +225.4% | -212.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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