+1,457.0%
QBTS vs VTR
+134.0%
+1,323.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.7% |
| 7D | -1.0% | -1.8% | +0.9% | -0.9% |
| 30D | -17.6% | +4.0% | -21.6% | -17.7% |
| 3M | -28.3% | +7.8% | -36.2% | -29.2% |
| 6M | -11.2% | +6.4% | -17.6% | -12.0% |
| YTD | -36.3% | +18.3% | -54.6% | -38.6% |
| 1Y | +3.9% | +33.9% | -30.1% | -4.0% |
| All | +1,457.0% | +134.0% | +1,323.0% | +852.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling