+94.9%
VICI vs ELV
+109.6%
-14.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -2.3% | +3.2% | -5.5% | -3.4% |
| 30D | -4.8% | +5.4% | -10.1% | -6.4% |
| 3M | -10.1% | +5.4% | -15.5% | -12.2% |
| 6M | -9.7% | +45.7% | -55.4% | -21.2% |
| YTD | -8.8% | +21.2% | -30.0% | -16.2% |
| 1Y | -20.2% | +35.6% | -55.9% | -30.0% |
| 3Y | -5.8% | -2.0% | -3.8% | -10.0% |
| 5Y | +9.5% | +26.0% | -16.5% | -9.5% |
| All | +94.9% | +109.6% | -14.7% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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