+668.2%
VST vs QBTS
+4.2%
+664.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +18.0% | -7.5% | +9.4% |
| 7D | -9.8% | +0.3% | -10.1% | -9.8% |
| 30D | -25.1% | -29.8% | +4.7% | -23.6% |
| 3M | -11.6% | -45.0% | +33.4% | -8.6% |
| 6M | -20.9% | -55.2% | +34.3% | -18.0% |
| YTD | -22.3% | -59.2% | +36.9% | -19.7% |
| 1Y | -32.0% | -62.4% | +30.4% | -29.7% |
| 3Y | +262.4% | +1,264.0% | -1,001.6% | +223.8% |
| 5Y | +563.4% | +8.8% | +554.6% | +450.6% |
| All | +668.2% | +4.2% | +664.0% | +585.6% |
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