-29.4%
VST vs QBTS
-57.8%
+28.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -12.8% | +6.7% | -4.1% |
| 7D | -19.9% | -21.7% | +1.8% | -16.9% |
| 30D | -29.7% | -42.7% | +13.0% | -24.0% |
| 3M | -19.6% | -57.7% | +38.1% | -10.2% |
| 6M | -29.4% | -58.0% | +28.6% | -23.2% |
| All | -29.4% | -57.8% | +28.4% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling