+63.3%
QBTS vs VSH
+84.4%
-21.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.9% | -4.1% |
| 7D | -2.4% | +4.1% | -6.5% | -4.9% |
| 30D | -22.5% | -4.2% | -18.3% | -20.5% |
| 3M | -40.0% | -50.0% | +10.0% | -11.6% |
| 6M | -12.3% | +80.2% | -92.5% | -41.1% |
| YTD | -36.6% | +121.1% | -157.7% | -62.6% |
| 1Y | +8.4% | +112.0% | -103.6% | -34.1% |
| 3Y | +1,380.4% | +22.5% | +1,357.8% | +986.8% |
| 5Y | +69.7% | +64.0% | +5.7% | +25.7% |
| All | +63.3% | +84.4% | -21.0% | +27.0% |
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 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