+6.6%
QBTS vs VUG
+62.4%
-55.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -7.9% | -7.6% |
| 7D | +1.1% | -1.2% | +2.3% | +3.6% |
| 30D | -28.1% | -8.9% | -19.2% | -17.3% |
| 3M | -48.1% | -5.9% | -42.2% | -42.5% |
| 6M | -53.6% | -3.3% | -50.3% | -49.1% |
| YTD | -59.9% | +3.4% | -63.3% | -58.6% |
| 1Y | -64.3% | +1.9% | -66.2% | -62.2% |
| 3Y | +1,355.6% | +76.9% | +1,278.6% | +935.1% |
| 5Y | +6.6% | +63.9% | -57.3% | -26.5% |
| All | +6.6% | +62.4% | -55.8% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling