-3.1%
QBTS vs VSAT
+104.5%
-107.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.2% | -2.4% | -5.9% |
| 7D | +8.7% | +20.0% | -11.2% | +2.8% |
| 30D | -26.5% | +6.5% | -32.9% | -28.1% |
| 3M | -52.6% | -18.3% | -34.2% | -49.7% |
| 6M | -56.0% | +0.4% | -56.3% | -57.2% |
| YTD | -62.4% | +106.7% | -169.1% | -70.4% |
| 1Y | -62.7% | +89.9% | -152.6% | -69.8% |
| 3Y | +1,266.7% | +276.3% | +990.3% | +695.1% |
| 5Y | +0.2% | +32.9% | -32.7% | -36.0% |
| All | -3.1% | +104.5% | -107.6% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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