+3.3%
QBTS vs USFD
+225.1%
-221.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.1% | -8.5% | -8.6% |
| 7D | +1.1% | +8.4% | -7.3% | -2.0% |
| 30D | -28.1% | +12.7% | -40.8% | -31.5% |
| 3M | -48.1% | +1.1% | -49.2% | -48.5% |
| 6M | -53.6% | +30.2% | -83.7% | -59.2% |
| YTD | -59.9% | +45.8% | -105.8% | -66.9% |
| 1Y | -64.3% | +51.9% | -116.3% | -71.0% |
| 3Y | +1,355.6% | +158.5% | +1,197.1% | +960.3% |
| 5Y | +6.6% | +208.0% | -201.4% | -22.2% |
| All | +3.3% | +225.1% | -221.8% | -24.8% |
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