+196.8%
FSLR vs VICI
+95.9%
+100.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +2.2% | -2.3% | +4.6% | +3.1% |
| 30D | -7.8% | -4.8% | -3.1% | -6.2% |
| 3M | -22.9% | -10.1% | -12.8% | -20.1% |
| 6M | +4.4% | -9.7% | +14.1% | +7.5% |
| YTD | -20.0% | -8.8% | -11.2% | -18.0% |
| 1Y | +2.8% | -20.2% | +23.1% | +11.0% |
| 3Y | +16.5% | -5.8% | +22.3% | +16.3% |
| 5Y | +110.3% | +9.5% | +100.7% | +96.9% |
| All | +196.8% | +95.9% | +100.9% | +120.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling