+80.4%
VICI vs ESTC
+19.1%
+61.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.3% | -9.2% | +6.9% | -1.0% |
| 30D | -4.8% | +8.1% | -12.8% | -6.3% |
| 3M | -10.1% | +38.5% | -48.6% | -14.9% |
| 6M | -9.7% | +57.8% | -67.5% | -16.7% |
| YTD | -8.8% | +10.5% | -19.3% | -11.8% |
| 1Y | -20.2% | -6.4% | -13.9% | -21.2% |
| 3Y | -5.8% | +4.7% | -10.4% | -14.6% |
| 5Y | +9.5% | -47.8% | +57.3% | +7.7% |
| All | +80.4% | +19.1% | +61.2% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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