+2,810.0%
QUBT vs VT
+222.7%
+2,587.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -4.7% |
| 7D | +3.4% | +2.9% | +0.5% | -0.8% |
| 30D | -15.3% | -2.5% | -12.8% | -10.9% |
| 3M | -34.8% | -3.3% | -31.4% | -30.2% |
| 6M | -50.6% | +1.5% | -52.1% | -49.9% |
| YTD | -43.3% | +11.4% | -54.6% | -48.6% |
| 1Y | -47.8% | +11.9% | -59.7% | -52.7% |
| 3Y | +719.7% | +73.9% | +645.8% | +337.9% |
| 5Y | -11.3% | +57.9% | -69.2% | -43.8% |
| All | +2,810.0% | +222.7% | +2,587.3% | +555.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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