+4.9%
QBTS vs VFC
-71.3%
+76.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +2.6% | -1.4% | +4.0% | +3.3% |
| 30D | -22.5% | +30.7% | -53.2% | -30.0% |
| 3M | -47.4% | +40.6% | -88.0% | -53.9% |
| 6M | -55.7% | +16.5% | -72.2% | -58.7% |
| YTD | -59.3% | +16.2% | -75.5% | -61.9% |
| 1Y | -63.3% | +42.4% | -105.7% | -68.2% |
| 3Y | +1,379.2% | +48.1% | +1,331.1% | +1,114.9% |
| 5Y | +8.3% | -67.8% | +76.2% | -6.6% |
| All | +4.9% | -71.3% | +76.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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