+16.6%
QBTS vs VFC
-67.1%
+83.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.6% | +4.8% | +6.4% |
| 7D | +13.7% | +7.7% | +6.0% | +10.7% |
| 30D | -21.3% | +39.2% | -60.5% | -31.1% |
| 3M | -44.7% | +40.3% | -85.0% | -51.9% |
| 6M | -49.2% | +11.4% | -60.6% | -52.1% |
| YTD | -56.1% | +17.5% | -73.7% | -59.3% |
| 1Y | -61.1% | +45.9% | -107.0% | -67.0% |
| 3Y | +1,511.0% | +47.3% | +1,463.6% | +1,201.8% |
| 5Y | +16.6% | -67.2% | +83.8% | -5.7% |
| All | +16.6% | -67.1% | +83.7% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling