+68.7%
QBTS vs VTRS
+18.1%
+50.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.5% | -2.9% |
| 7D | +3.8% | -3.5% | +7.3% | +5.1% |
| 30D | -15.2% | +2.1% | -17.3% | -15.9% |
| 3M | -27.2% | +2.6% | -29.8% | -28.0% |
| 6M | -10.1% | +17.8% | -27.8% | -15.6% |
| YTD | -34.5% | +35.7% | -70.2% | -41.8% |
| 1Y | +6.0% | +63.5% | -57.5% | -12.1% |
| 3Y | +1,779.3% | +85.1% | +1,694.1% | +1,384.9% |
| 5Y | +75.4% | +42.5% | +32.9% | +38.0% |
| All | +68.7% | +18.1% | +50.6% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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