+8.4%
QBTS vs VUG
+15.8%
-7.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | +0.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.1% |
| 30D | -22.5% | -0.3% | -22.2% | -21.3% |
| 3M | -40.0% | -0.7% | -39.3% | -36.5% |
| 6M | -12.3% | +14.6% | -26.9% | -36.8% |
| YTD | -36.6% | +9.0% | -45.6% | -47.3% |
| 1Y | +8.4% | +14.9% | -6.4% | -8.2% |
| All | +8.4% | +15.8% | -7.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling