-12.3%
QBTS vs VFC
-28.1%
+15.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -3.1% |
| 7D | -2.4% | -1.6% | -0.8% | -1.3% |
| 30D | -22.5% | -11.6% | -10.9% | -15.3% |
| 3M | -40.0% | -18.1% | -21.9% | -34.4% |
| 6M | -12.3% | -27.4% | +15.0% | +8.5% |
| All | -12.3% | -28.1% | +15.8% | +8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling