+81.2%
QBTS vs VUG
+76.0%
+5.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +6.9% | +7.1% |
| 7D | +6.8% | +0.9% | +6.0% | +5.6% |
| 30D | -14.9% | -1.4% | -13.5% | -13.1% |
| 3M | -31.6% | +2.3% | -33.9% | -32.3% |
| 6M | -4.9% | +15.7% | -20.6% | -16.4% |
| YTD | -32.4% | +8.6% | -41.0% | -35.8% |
| 1Y | +14.6% | +14.1% | +0.5% | +5.0% |
| 3Y | +1,839.6% | +87.9% | +1,751.7% | +1,176.6% |
| 5Y | +81.2% | +76.3% | +4.9% | +16.2% |
| All | +81.2% | +76.0% | +5.2% | +16.2% |
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 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