+1,291.7%
VRT vs QBTS
+67.0%
+1,224.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.1% | -6.5% | -9.4% |
| 7D | +2.4% | +3.8% | -1.4% | +2.1% |
| 30D | -2.7% | -15.2% | +12.5% | -1.4% |
| 3M | -9.2% | -27.2% | +18.0% | -7.2% |
| 6M | -0.5% | -10.1% | +9.6% | -0.9% |
| YTD | +62.3% | -34.5% | +96.9% | +64.8% |
| 1Y | +109.6% | +6.0% | +103.6% | +104.4% |
| 3Y | +573.1% | +1,779.3% | -1,206.2% | +432.6% |
| 5Y | +953.6% | +75.4% | +878.2% | +588.7% |
| All | +1,291.7% | +67.0% | +1,224.7% | +815.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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