+75.4%
QBTS vs VMC
+48.3%
+27.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.1% | -1.6% |
| 7D | +3.8% | -5.3% | +9.1% | +6.4% |
| 30D | -15.2% | -12.3% | -2.9% | -9.9% |
| 3M | -27.2% | -10.3% | -16.9% | -24.0% |
| 6M | -10.1% | -8.6% | -1.5% | -7.4% |
| YTD | -34.5% | -11.9% | -22.6% | -31.3% |
| 1Y | +6.0% | -13.9% | +19.9% | +12.4% |
| 3Y | +1,779.3% | +18.2% | +1,761.1% | +1,701.4% |
| 5Y | +75.4% | +47.7% | +27.7% | +76.2% |
| All | +75.4% | +48.3% | +27.2% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling