+3.3%
QBTS vs VSH
+55.8%
-52.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.4% | -10.1% | -9.5% |
| 7D | +1.1% | -1.6% | +2.6% | +1.9% |
| 30D | -28.1% | -21.3% | -6.8% | -17.5% |
| 3M | -48.1% | -18.9% | -29.2% | -42.5% |
| 6M | -53.6% | -21.4% | -32.1% | -49.8% |
| YTD | -59.9% | +86.8% | -146.8% | -74.5% |
| 1Y | -64.3% | +85.8% | -150.1% | -77.1% |
| 3Y | +1,355.6% | +30.1% | +1,325.4% | +975.0% |
| 5Y | +6.6% | +42.8% | -36.2% | -14.8% |
| All | +3.3% | +55.8% | -52.6% | -13.2% |
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