+1,055.8%
QBTS vs VT
+69.4%
+986.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -4.1% | -8.7% | -0.1% |
| 7D | -21.7% | -4.2% | -17.5% | -9.9% |
| 30D | -42.7% | -5.8% | -36.9% | -29.9% |
| 3M | -57.7% | -5.2% | -52.4% | -48.8% |
| 6M | -58.0% | +0.1% | -58.1% | -55.2% |
| YTD | -65.4% | +8.2% | -73.6% | -69.6% |
| 1Y | -70.8% | +10.1% | -80.9% | -75.3% |
| All | +1,055.8% | +69.4% | +986.5% | +154.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling