+64.1%
QBTS vs ZTS
-50.9%
+115.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -1.0% | -4.5% | +3.5% | 0.0% |
| 30D | -17.6% | -3.3% | -14.3% | -17.2% |
| 3M | -28.3% | -9.7% | -18.6% | -27.0% |
| 6M | -11.2% | -38.8% | +27.6% | +0.9% |
| YTD | -36.3% | -41.2% | +4.9% | -26.9% |
| 1Y | +3.9% | -50.3% | +54.2% | +24.7% |
| 3Y | +1,728.8% | -59.1% | +1,787.9% | +2,139.0% |
| 5Y | +70.9% | -62.8% | +133.6% | +107.5% |
| All | +64.1% | -50.9% | +115.0% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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