+75.4%
QBTS vs VCLT
-15.5%
+91.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | -15.2% | +0.1% | -15.3% | -15.3% |
| 3M | -27.2% | -2.9% | -24.3% | -25.3% |
| 6M | -10.1% | -4.0% | -6.1% | -6.6% |
| YTD | -34.5% | -2.2% | -32.3% | -32.8% |
| 1Y | +6.0% | -2.6% | +8.6% | +8.9% |
| 3Y | +1,779.3% | +12.3% | +1,767.0% | +1,655.5% |
| 5Y | +75.4% | -16.4% | +91.8% | +72.1% |
| All | +75.4% | -15.5% | +91.0% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling