+970.0%
VRT vs QBTS
-6.7%
+976.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -3.4% |
| 7D | +10.5% | -10.5% | +21.0% | +11.6% |
| 30D | -9.3% | -20.5% | +11.2% | -7.6% |
| 3M | -29.6% | -54.3% | +24.7% | -25.0% |
| 6M | -45.4% | -55.4% | +10.1% | -42.2% |
| YTD | +24.8% | -63.4% | +88.3% | +32.8% |
| 1Y | +23.6% | -59.1% | +82.7% | +30.1% |
| 3Y | +379.7% | +1,216.8% | -837.1% | +296.7% |
| 5Y | +660.3% | -2.6% | +663.0% | +421.8% |
| All | +970.0% | -6.7% | +976.7% | +638.1% |
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