+1,500.0%
QBTS vs VCLT
+12.6%
+1,487.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.8% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | -15.2% | +0.1% | -15.3% | -15.4% |
| 3M | -27.2% | -2.9% | -24.3% | -23.9% |
| 6M | -10.1% | -4.0% | -6.1% | -4.1% |
| YTD | -34.5% | -2.2% | -32.3% | -31.5% |
| 1Y | +6.0% | -2.6% | +8.6% | +10.9% |
| All | +1,500.0% | +12.6% | +1,487.4% | +988.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling