-5.8%
QBTS vs VCLT
-17.3%
+11.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.5% |
| 7D | -10.5% | -2.3% | -8.2% | -8.7% |
| 30D | -20.5% | +0.8% | -21.3% | -20.8% |
| 3M | -54.3% | -2.7% | -51.6% | -53.2% |
| 6M | -55.4% | -4.3% | -51.1% | -53.6% |
| YTD | -63.4% | -4.3% | -59.1% | -61.8% |
| 1Y | -59.1% | -4.4% | -54.8% | -57.3% |
| 3Y | +1,216.8% | +13.8% | +1,203.0% | +1,152.0% |
| 5Y | -2.6% | -17.0% | +14.3% | -1.2% |
| All | -5.8% | -17.3% | +11.5% | -4.0% |
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