+74.1%
QBTS vs VFC
-81.8%
+155.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.9% | +8.4% | +7.3% |
| 7D | +6.8% | +0.8% | +6.0% | +6.4% |
| 30D | -14.9% | -11.9% | -2.9% | -10.8% |
| 3M | -31.6% | -20.2% | -11.4% | -26.3% |
| 6M | -4.9% | -23.0% | +18.0% | +4.7% |
| YTD | -32.4% | -26.2% | -6.2% | -24.6% |
| 1Y | +14.6% | -13.3% | +27.9% | +19.6% |
| 3Y | +1,839.6% | -25.5% | +1,865.1% | +1,842.6% |
| 5Y | +81.2% | -78.1% | +159.3% | +85.3% |
| All | +74.1% | -81.8% | +155.8% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling