-3.1%
QBTS vs VXUS
+66.7%
-69.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.9% | -6.7% | -6.1% |
| 7D | +8.7% | +2.3% | +6.4% | +5.3% |
| 30D | -26.5% | -2.2% | -24.2% | -22.8% |
| 3M | -52.6% | -5.4% | -47.2% | -47.3% |
| 6M | -56.0% | -1.2% | -54.7% | -53.2% |
| YTD | -62.4% | +10.4% | -72.7% | -64.8% |
| 1Y | -62.7% | +11.8% | -74.6% | -65.6% |
| 3Y | +1,266.7% | +68.4% | +1,198.3% | +782.0% |
| 5Y | +0.2% | +45.9% | -45.7% | -31.7% |
| All | -3.1% | +66.7% | -69.8% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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