-97.3%
QUBT vs VT
+374.2%
-471.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.7% | +0.4% | -2.2% | -2.0% |
| 30D | -9.8% | +1.0% | -10.8% | -10.3% |
| 3M | -28.4% | +2.4% | -30.8% | -28.9% |
| 6M | -1.7% | +12.0% | -13.7% | -7.5% |
| YTD | -21.9% | +15.3% | -37.3% | -27.4% |
| 1Y | -45.7% | +22.6% | -68.3% | -51.2% |
| 3Y | +573.1% | +74.7% | +498.4% | +407.5% |
| 5Y | +16.9% | +66.1% | -49.2% | -7.0% |
| 10Y | +3,905.0% | +225.0% | +3,680.0% | +2,488.7% |
| All | -97.3% | +374.2% | -471.5% | -98.3% |
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