-97.9%
QUBT vs VT
+346.0%
-443.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.2% | +12.3% |
| 7D | -4.1% | -2.3% | -1.8% | -2.1% |
| 30D | -16.9% | -5.0% | -12.0% | -13.3% |
| 3M | -27.9% | -4.9% | -23.0% | -24.6% |
| 6M | -39.5% | -1.5% | -37.9% | -37.6% |
| YTD | -38.3% | +8.5% | -46.8% | -39.7% |
| 1Y | -51.9% | +11.4% | -63.2% | -53.6% |
| 3Y | +681.5% | +70.1% | +611.4% | +505.7% |
| 5Y | +7.1% | +53.7% | -46.6% | -9.9% |
| 10Y | +3,065.0% | +220.0% | +2,845.0% | +2,031.5% |
| All | -97.9% | +346.0% | -443.9% | -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