+65.5%
QBTS vs VEA
+86.9%
-21.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | -0.7% |
| 7D | +1.3% | -1.5% | +2.8% | +3.5% |
| 30D | -19.0% | -0.8% | -18.2% | -17.7% |
| 3M | -29.5% | +2.5% | -31.9% | -30.9% |
| 6M | -11.2% | +11.1% | -22.3% | -20.0% |
| YTD | -35.8% | +17.2% | -52.9% | -45.4% |
| 1Y | +1.7% | +24.5% | -22.8% | -19.2% |
| 3Y | +1,470.1% | +75.4% | +1,394.7% | +839.5% |
| 5Y | +72.3% | +61.1% | +11.2% | +8.1% |
| All | +65.5% | +86.9% | -21.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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