+65.5%
QBTS vs VTV
+117.5%
-52.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.1% |
| 7D | +1.3% | -1.1% | +2.4% | +2.8% |
| 30D | -19.0% | -1.0% | -18.0% | -17.9% |
| 3M | -29.5% | +4.6% | -34.1% | -33.3% |
| 6M | -11.2% | +13.5% | -24.7% | -23.2% |
| YTD | -35.8% | +18.5% | -54.3% | -46.8% |
| 1Y | +1.7% | +22.9% | -21.2% | -18.5% |
| 3Y | +1,470.1% | +67.8% | +1,402.2% | +916.7% |
| 5Y | +72.3% | +81.8% | -9.5% | +14.5% |
| All | +65.5% | +117.5% | -52.0% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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