+3.9%
QBTS vs VFC
-15.3%
+19.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -1.4% |
| 7D | -1.0% | -4.0% | +3.0% | +1.2% |
| 30D | -17.6% | -14.6% | -3.0% | -10.2% |
| 3M | -28.3% | -23.1% | -5.2% | -18.7% |
| 6M | -11.2% | -25.2% | +14.0% | +4.3% |
| YTD | -36.3% | -29.5% | -6.8% | -23.1% |
| 1Y | +3.9% | -14.4% | +18.2% | +9.0% |
| All | +3.9% | -15.3% | +19.2% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling