+4.9%
QBTS vs VT
+94.5%
-89.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | -0.4% |
| 7D | +2.6% | -0.7% | +3.3% | +4.7% |
| 30D | -22.5% | -1.7% | -20.7% | -19.0% |
| 3M | -47.4% | -2.3% | -45.1% | -44.1% |
| 6M | -55.7% | +1.5% | -57.2% | -54.7% |
| YTD | -59.3% | +12.0% | -71.3% | -63.2% |
| 1Y | -63.3% | +12.9% | -76.1% | -66.9% |
| 3Y | +1,379.2% | +74.9% | +1,304.2% | +808.4% |
| 5Y | +8.3% | +59.9% | -51.6% | -30.7% |
| All | +4.9% | +94.5% | -89.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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