+3.3%
QBTS vs VCIT
+2.8%
+0.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -8.0% | -7.7% |
| 7D | +1.1% | +0.1% | +1.0% | +0.9% |
| 30D | -28.1% | +1.1% | -29.2% | -29.2% |
| 3M | -48.1% | -1.4% | -46.7% | -47.0% |
| 6M | -53.6% | -2.3% | -51.2% | -51.8% |
| YTD | -59.9% | -1.8% | -58.1% | -58.5% |
| 1Y | -64.3% | -1.0% | -63.3% | -63.3% |
| 3Y | +1,355.6% | +19.3% | +1,336.3% | +1,146.4% |
| 5Y | +6.6% | +3.8% | +2.8% | -0.3% |
| All | +3.3% | +2.8% | +0.4% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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