+94.9%
VICI vs CASY
+482.9%
-388.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.0% |
| 7D | -2.3% | -18.6% | +16.3% | +3.6% |
| 30D | -4.8% | -26.6% | +21.9% | +4.2% |
| 3M | -10.1% | -32.8% | +22.7% | +0.7% |
| 6M | -9.7% | -10.0% | +0.3% | -9.2% |
| YTD | -8.8% | +11.6% | -20.4% | -15.0% |
| 1Y | -20.2% | +11.5% | -31.7% | -26.0% |
| 3Y | -5.8% | +160.7% | -166.5% | -38.9% |
| 5Y | +9.5% | +232.4% | -222.9% | -37.5% |
| All | +94.9% | +482.9% | -388.0% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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