+4.9%
QBTS vs VO
+77.9%
-73.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | -0.1% |
| 7D | +2.6% | +0.2% | +2.4% | +2.9% |
| 30D | -22.5% | +2.0% | -24.5% | -23.9% |
| 3M | -47.4% | -0.3% | -47.1% | -46.5% |
| 6M | -55.7% | +7.3% | -63.0% | -58.4% |
| YTD | -59.3% | +15.0% | -74.3% | -64.1% |
| 1Y | -63.3% | +14.7% | -78.0% | -67.4% |
| 3Y | +1,379.2% | +67.3% | +1,311.9% | +927.6% |
| 5Y | +8.3% | +38.8% | -30.5% | -20.2% |
| All | +4.9% | +77.9% | -73.0% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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