+68.7%
QBTS vs VUG
+122.8%
-54.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.5% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | -15.2% | -1.7% | -13.5% | -13.2% |
| 3M | -27.2% | +2.8% | -30.0% | -28.3% |
| 6M | -10.1% | +13.6% | -23.7% | -18.6% |
| YTD | -34.5% | +8.1% | -42.6% | -37.1% |
| 1Y | +6.0% | +13.1% | -7.1% | -1.2% |
| 3Y | +1,779.3% | +87.0% | +1,692.3% | +1,187.5% |
| 5Y | +75.4% | +76.0% | -0.6% | +18.7% |
| All | +68.7% | +122.8% | -54.1% | +10.7% |
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