+63.3%
QBTS vs VGT
+199.6%
-136.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.8% |
| 7D | -2.4% | +1.0% | -3.4% | -3.5% |
| 30D | -22.5% | +1.3% | -23.8% | -23.3% |
| 3M | -40.0% | -1.1% | -38.9% | -37.6% |
| 6M | -12.3% | +32.6% | -44.9% | -32.8% |
| YTD | -36.6% | +29.0% | -65.6% | -49.4% |
| 1Y | +8.4% | +39.7% | -31.3% | -18.0% |
| 3Y | +1,380.4% | +120.9% | +1,259.4% | +759.4% |
| 5Y | +69.7% | +133.6% | -63.9% | -3.6% |
| All | +63.3% | +199.6% | -136.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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