+75.4%
QBTS vs VFC
-78.7%
+154.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.3% |
| 7D | +3.8% | -2.3% | +6.2% | +4.7% |
| 30D | -15.2% | -13.4% | -1.8% | -10.4% |
| 3M | -27.2% | -23.7% | -3.5% | -19.9% |
| 6M | -10.1% | -24.5% | +14.4% | +0.2% |
| YTD | -34.5% | -27.8% | -6.7% | -26.1% |
| 1Y | +6.0% | -13.5% | +19.5% | +10.9% |
| 3Y | +1,779.3% | -27.1% | +1,806.4% | +1,794.3% |
| 5Y | +75.4% | -79.0% | +154.4% | +74.6% |
| All | +75.4% | -78.7% | +154.1% | +74.6% |
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