+65.5%
QBTS vs VTR
+123.8%
-58.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | -19.0% | +1.1% | -20.1% | -19.0% |
| 3M | -29.5% | +7.9% | -37.4% | -29.7% |
| 6M | -11.2% | +6.2% | -17.3% | -11.4% |
| YTD | -35.8% | +17.7% | -53.5% | -36.4% |
| 1Y | +1.7% | +32.9% | -31.2% | -0.6% |
| 3Y | +1,470.1% | +129.7% | +1,340.4% | +1,363.4% |
| 5Y | +72.3% | +89.3% | -17.0% | +63.7% |
| All | +65.5% | +123.8% | -58.3% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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