+928.4%
VRT vs QBTS
+2.2%
+926.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.6% | +5.5% | -2.4% |
| 7D | -17.7% | +1.1% | -18.8% | -17.7% |
| 30D | -20.0% | -28.1% | +8.1% | -17.8% |
| 3M | -28.1% | -48.1% | +20.0% | -24.2% |
| 6M | -42.8% | -53.6% | +10.7% | -39.7% |
| YTD | +20.0% | -59.9% | +79.9% | +26.7% |
| 1Y | +3.5% | -64.3% | +67.8% | +9.7% |
| 3Y | +366.1% | +1,355.6% | -989.4% | +282.4% |
| 5Y | +632.2% | +6.6% | +625.6% | +398.8% |
| All | +928.4% | +2.2% | +926.2% | +603.9% |
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