+65.5%
QBTS vs VCLT
-16.5%
+82.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.3% | -1.4% | +2.7% | +2.4% |
| 30D | -19.0% | -1.2% | -17.8% | -18.3% |
| 3M | -29.5% | -4.8% | -24.7% | -26.7% |
| 6M | -11.2% | -2.6% | -8.6% | -8.6% |
| YTD | -35.8% | -3.3% | -32.4% | -33.6% |
| 1Y | +1.7% | -4.8% | +6.5% | +6.0% |
| 3Y | +1,470.1% | +11.5% | +1,458.6% | +1,387.2% |
| 5Y | +72.3% | -17.0% | +89.3% | +73.4% |
| All | +65.5% | -16.5% | +82.0% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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