-5.8%
QBTS vs VUG
+114.2%
-120.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -1.7% |
| 7D | -10.5% | +2.5% | -13.0% | -13.0% |
| 30D | -20.5% | -6.3% | -14.3% | -12.8% |
| 3M | -54.3% | -6.0% | -48.2% | -49.6% |
| 6M | -55.4% | -3.5% | -51.9% | -51.3% |
| YTD | -63.4% | +3.9% | -67.4% | -62.5% |
| 1Y | -59.1% | +5.1% | -64.2% | -58.3% |
| 3Y | +1,216.8% | +77.9% | +1,138.9% | +866.1% |
| 5Y | -2.6% | +62.4% | -65.1% | -29.2% |
| All | -5.8% | +114.2% | -120.0% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling