+94.9%
VICI vs DLTR
+9.4%
+85.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.3% | -10.1% | +7.8% | -0.3% |
| 30D | -4.8% | -8.1% | +3.4% | -3.3% |
| 3M | -10.1% | +2.9% | -13.0% | -10.8% |
| 6M | -9.7% | +4.3% | -14.1% | -11.3% |
| YTD | -8.8% | -3.9% | -4.8% | -9.0% |
| 1Y | -20.2% | +18.9% | -39.1% | -24.3% |
| 3Y | -5.8% | +1.9% | -7.7% | -10.0% |
| 5Y | +9.5% | +31.0% | -21.5% | -7.9% |
| All | +94.9% | +9.4% | +85.5% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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