-99.9%
DFNS vs VICI
+63.3%
-163.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VICI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -1.3% |
| 7D | +0.8% | -1.1% | +1.9% | -0.1% |
| 30D | -73.2% | -5.5% | -67.7% | -74.2% |
| 3M | -72.4% | -6.2% | -66.2% | -73.1% |
| 6M | -95.2% | -12.0% | -83.2% | -95.6% |
| YTD | -98.0% | -7.1% | -90.8% | -98.1% |
| 1Y | -98.3% | -19.2% | -79.0% | -98.5% |
| 3Y | -99.9% | -3.7% | -96.2% | -99.9% |
| 5Y | -99.9% | +4.4% | -104.2% | -99.9% |
| All | -99.9% | +63.3% | -163.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICI.
Daily Out/Under-Performance
Portfolio return minus VICI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VICI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling