+718.8%
VST vs QBTS
-6.7%
+725.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.9% |
| 7D | +6.6% | -10.5% | +17.1% | +7.3% |
| 30D | -12.4% | -20.5% | +8.2% | -11.2% |
| 3M | -9.0% | -54.3% | +45.3% | -4.9% |
| 6M | -6.4% | -55.4% | +49.0% | -2.9% |
| YTD | -17.2% | -63.4% | +46.3% | -13.8% |
| 1Y | -22.0% | -59.1% | +37.1% | -19.5% |
| 3Y | +296.7% | +1,216.8% | -920.1% | +256.9% |
| 5Y | +637.6% | -2.6% | +640.2% | +516.4% |
| All | +718.8% | -6.7% | +725.5% | +635.7% |
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