-97.9%
QUBT vs VT
+355.4%
-453.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.5% | -7.7% | -7.8% |
| 7D | -2.0% | -0.1% | -1.9% | -1.5% |
| 30D | -15.3% | -3.1% | -12.3% | -12.8% |
| 3M | -29.5% | -3.5% | -26.0% | -27.0% |
| 6M | -34.4% | +0.5% | -34.8% | -33.3% |
| YTD | -38.6% | +10.8% | -49.4% | -40.8% |
| 1Y | -50.4% | +11.9% | -62.3% | -52.3% |
| 3Y | +787.3% | +73.0% | +714.4% | +579.9% |
| 5Y | -11.6% | +58.6% | -70.3% | -27.0% |
| 10Y | +3,050.0% | +219.2% | +2,830.8% | +2,002.3% |
| All | -97.9% | +355.4% | -453.3% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling