+94.9%
VICI vs EAT
+498.4%
-403.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -2.3% | -7.7% | +5.4% | -0.7% |
| 30D | -4.8% | -13.6% | +8.8% | -1.9% |
| 3M | -10.1% | +33.9% | -44.0% | -16.1% |
| 6M | -9.7% | +47.2% | -56.9% | -18.3% |
| YTD | -8.8% | +48.1% | -56.8% | -18.1% |
| 1Y | -20.2% | +33.7% | -53.9% | -27.3% |
| 3Y | -5.8% | +595.8% | -601.6% | -46.0% |
| 5Y | +9.5% | +314.4% | -304.8% | -32.4% |
| All | +94.9% | +498.4% | -403.5% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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