+94.1%
VICI vs CAPR
-47.5%
+141.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.8% |
| 7D | -3.6% | -10.6% | +7.0% | -3.4% |
| 30D | -4.8% | +111.2% | -116.0% | -6.2% |
| 3M | -11.5% | -67.2% | +55.7% | -10.9% |
| 6M | -12.8% | -75.1% | +62.3% | -12.0% |
| YTD | -9.1% | -71.2% | +62.1% | -8.5% |
| 1Y | -20.5% | +31.1% | -51.7% | -25.1% |
| 3Y | -5.8% | +31.3% | -37.1% | -15.1% |
| 5Y | +9.1% | +69.4% | -60.3% | -4.4% |
| All | +94.1% | -47.5% | +141.6% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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