+114.5%
VTI vs QBTS
+63.9%
+50.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -0.9% | +1.3% | -2.2% | -0.9% |
| 30D | -1.4% | -19.0% | +17.6% | -0.9% |
| 3M | +3.6% | -29.5% | +33.1% | +4.3% |
| 6M | +13.6% | -11.2% | +24.8% | +13.2% |
| YTD | +12.9% | -35.8% | +48.7% | +13.2% |
| 1Y | +17.2% | +1.7% | +15.5% | +15.6% |
| 3Y | +75.7% | +1,470.1% | -1,394.4% | +57.6% |
| 5Y | +75.4% | +72.3% | +3.1% | +52.5% |
| All | +114.5% | +63.9% | +50.6% | +91.9% |
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