+63.3%
QBTS vs VCLT
-15.3%
+78.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -2.4% | -0.5% | -1.9% | -2.0% |
| 30D | -22.5% | -0.9% | -21.6% | -21.9% |
| 3M | -40.0% | -3.2% | -36.8% | -38.4% |
| 6M | -12.3% | -3.8% | -8.5% | -9.3% |
| YTD | -36.6% | -2.0% | -34.6% | -35.2% |
| 1Y | +8.4% | -0.8% | +9.2% | +9.9% |
| 3Y | +1,380.4% | +12.3% | +1,368.1% | +1,289.7% |
| 5Y | +69.7% | -15.4% | +85.1% | +68.8% |
| All | +63.3% | -15.3% | +78.7% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling