+68.7%
QBTS vs VTEB
+3.1%
+65.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.2% |
| 7D | +3.8% | -0.7% | +4.5% | +5.0% |
| 30D | -15.2% | -2.1% | -13.1% | -12.2% |
| 3M | -27.2% | -2.7% | -24.5% | -23.8% |
| 6M | -10.1% | -2.1% | -8.0% | -6.5% |
| YTD | -34.5% | -1.1% | -33.4% | -32.7% |
| 1Y | +6.0% | +1.3% | +4.7% | +5.6% |
| 3Y | +1,779.3% | +9.0% | +1,770.3% | +1,607.2% |
| 5Y | +75.4% | +1.5% | +73.9% | +67.0% |
| All | +68.7% | +3.1% | +65.6% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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