+68.7%
QBTS vs VXUS
+76.0%
-7.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.4% | -1.9% |
| 7D | +3.8% | +0.3% | +3.5% | +3.3% |
| 30D | -15.2% | +0.7% | -15.9% | -15.7% |
| 3M | -27.2% | +4.8% | -32.0% | -31.0% |
| 6M | -10.1% | +11.3% | -21.4% | -19.7% |
| YTD | -34.5% | +16.5% | -51.0% | -44.5% |
| 1Y | +6.0% | +24.3% | -18.3% | -16.6% |
| 3Y | +1,779.3% | +74.5% | +1,704.8% | +1,010.0% |
| 5Y | +75.4% | +54.3% | +21.1% | +8.2% |
| All | +68.7% | +76.0% | -7.3% | +6.1% |
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