+817.5%
VST vs QBTS
+61.8%
+755.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.6% |
| 7D | +8.9% | -2.4% | +11.3% | +9.0% |
| 30D | +6.2% | -22.5% | +28.7% | +7.6% |
| 3M | -2.7% | -40.0% | +37.3% | -0.5% |
| 6M | -8.4% | -12.3% | +4.0% | -8.8% |
| YTD | -7.2% | -36.6% | +29.4% | -6.4% |
| 1Y | -20.9% | +8.4% | -29.3% | -22.7% |
| 3Y | +384.0% | +1,380.4% | -996.4% | +321.3% |
| 5Y | +757.1% | +69.7% | +687.4% | +593.4% |
| All | +817.5% | +61.8% | +755.8% | +698.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling