+1,839.6%
QBTS vs VMC
+22.8%
+1,816.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.2% | +7.9% |
| 7D | +6.8% | -0.5% | +7.4% | +7.1% |
| 30D | -14.9% | -9.1% | -5.8% | -8.2% |
| 3M | -31.6% | -4.1% | -27.4% | -30.9% |
| 6M | -4.9% | -5.5% | +0.6% | -3.8% |
| YTD | -32.4% | -8.9% | -23.5% | -29.9% |
| 1Y | +14.6% | -12.9% | +27.5% | +23.8% |
| 3Y | +1,839.6% | +22.1% | +1,817.5% | +1,237.2% |
| All | +1,839.6% | +22.8% | +1,816.8% | +1,237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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