+958.5%
QBTS vs VLTO
+54.1%
+904.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.4% | -12.4% | -12.6% |
| 7D | -21.7% | +12.0% | -33.7% | -25.8% |
| 30D | -42.7% | +20.8% | -63.5% | -47.8% |
| 3M | -57.7% | +20.1% | -77.8% | -61.5% |
| 6M | -58.0% | +32.6% | -90.6% | -64.7% |
| YTD | -65.4% | +17.3% | -82.7% | -68.2% |
| 1Y | -70.8% | +17.3% | -88.1% | -73.2% |
| 3Y | +930.8% | +66.9% | +863.8% | +538.3% |
| All | +958.5% | +54.1% | +904.4% | +586.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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