+94.9%
VICI vs FLR
+10.8%
+84.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | -2.3% | -3.5% | +1.2% | -1.8% |
| 30D | -4.8% | +4.2% | -8.9% | -5.4% |
| 3M | -10.1% | +8.1% | -18.2% | -11.7% |
| 6M | -9.7% | +21.5% | -31.2% | -13.5% |
| YTD | -8.8% | +36.8% | -45.5% | -14.5% |
| 1Y | -20.2% | +31.2% | -51.5% | -25.1% |
| 3Y | -5.8% | +53.9% | -59.7% | -17.4% |
| 5Y | +9.5% | +243.0% | -233.5% | -18.6% |
| All | +94.9% | +10.8% | +84.1% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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