+4.9%
QBTS vs VSH
+69.5%
-64.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.8% | -7.1% | -3.6% |
| 7D | +2.6% | +12.8% | -10.2% | -4.7% |
| 30D | -22.5% | -9.0% | -13.5% | -18.6% |
| 3M | -47.4% | -12.2% | -35.2% | -44.5% |
| 6M | -55.7% | -15.9% | -39.7% | -54.1% |
| YTD | -59.3% | +103.2% | -162.5% | -75.4% |
| 1Y | -63.3% | +108.4% | -171.7% | -78.0% |
| 3Y | +1,379.2% | +41.6% | +1,337.6% | +936.6% |
| 5Y | +8.3% | +54.6% | -46.2% | -17.8% |
| All | +4.9% | +69.5% | -64.6% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling