+65.5%
QBTS vs VSH
+93.2%
-27.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.3% | -2.8% |
| 7D | +1.3% | +4.8% | -3.4% | -1.6% |
| 30D | -19.0% | -0.7% | -18.3% | -18.8% |
| 3M | -29.5% | -43.1% | +13.6% | -4.0% |
| 6M | -11.2% | +91.8% | -102.9% | -42.5% |
| YTD | -35.8% | +131.6% | -167.4% | -63.2% |
| 1Y | +1.7% | +118.1% | -116.4% | -39.4% |
| 3Y | +1,470.1% | +40.9% | +1,429.2% | +990.5% |
| 5Y | +72.3% | +75.8% | -3.4% | +23.7% |
| All | +65.5% | +93.2% | -27.7% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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