+94.9%
VICI vs EXEL
+84.9%
+10.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.8% |
| 7D | -2.3% | -4.9% | +2.6% | -1.6% |
| 30D | -4.8% | +11.4% | -16.1% | -6.4% |
| 3M | -10.1% | +4.9% | -15.0% | -11.0% |
| 6M | -9.7% | +34.4% | -44.1% | -14.3% |
| YTD | -8.8% | +28.0% | -36.8% | -12.9% |
| 1Y | -20.2% | +43.6% | -63.9% | -25.6% |
| 3Y | -5.8% | +155.2% | -161.0% | -22.8% |
| 5Y | +9.5% | +181.2% | -171.6% | -13.4% |
| All | +94.9% | +84.9% | +10.0% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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