-5.8%
QBTS vs VFC
-71.2%
+65.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.2% | -6.1% | -4.0% |
| 7D | -10.5% | +1.6% | -12.1% | -10.9% |
| 30D | -20.5% | +25.5% | -46.0% | -27.0% |
| 3M | -54.3% | +41.3% | -95.5% | -60.0% |
| 6M | -55.4% | +22.2% | -77.6% | -59.2% |
| YTD | -63.4% | +16.4% | -79.8% | -65.8% |
| 1Y | -59.1% | +38.4% | -97.5% | -64.3% |
| 3Y | +1,216.8% | +56.2% | +1,160.6% | +972.6% |
| 5Y | -2.6% | -68.2% | +65.5% | -16.1% |
| All | -5.8% | -71.2% | +65.4% | -19.1% |
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