+1,511.0%
QBTS vs VFC
+42.8%
+1,468.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.6% | +4.8% | +6.2% |
| 7D | +13.7% | +7.7% | +6.0% | +10.1% |
| 30D | -21.3% | +39.2% | -60.5% | -33.0% |
| 3M | -44.7% | +40.3% | -85.0% | -53.3% |
| 6M | -49.2% | +11.4% | -60.6% | -52.7% |
| YTD | -56.1% | +17.5% | -73.7% | -60.0% |
| 1Y | -61.1% | +45.9% | -107.0% | -68.2% |
| 3Y | +1,511.0% | +47.3% | +1,463.6% | +1,028.5% |
| All | +1,511.0% | +42.8% | +1,468.2% | +1,028.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling