-65.1%
QBTS vs VUG
+4.9%
-70.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -4.6% |
| 7D | -11.8% | -3.0% | -8.8% | -3.1% |
| 30D | -33.6% | -6.4% | -27.2% | -18.0% |
| 3M | -52.5% | -3.2% | -49.2% | -46.9% |
| 6M | -50.4% | +3.1% | -53.5% | -52.7% |
| YTD | -60.3% | +6.3% | -66.6% | -64.5% |
| 1Y | -65.1% | +5.2% | -70.3% | -67.4% |
| All | -65.1% | +4.9% | -70.0% | -67.4% |
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