+64.1%
QBTS vs VXX
-98.3%
+162.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -1.6% |
| 7D | -1.0% | +7.2% | -8.1% | +1.4% |
| 30D | -17.6% | -5.8% | -11.8% | -19.0% |
| 3M | -28.3% | -29.0% | +0.7% | -34.8% |
| 6M | -11.2% | -44.0% | +32.8% | -22.8% |
| YTD | -36.3% | -28.7% | -7.6% | -39.1% |
| 1Y | +3.9% | -45.2% | +49.0% | -5.2% |
| 3Y | +1,728.8% | -77.8% | +1,806.6% | +1,563.6% |
| 5Y | +70.9% | -95.6% | +166.5% | +53.2% |
| All | +64.1% | -98.3% | +162.5% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 all: compounded portfolio wealth divided by compounded VXX 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…
all analysis · Full analysis span regression · 6 months rolling