+36.2%
VICI vs FROG
+22.3%
+13.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | -4.8% | +1.3% | -6.1% | -5.0% |
| 3M | -10.1% | +11.1% | -21.2% | -11.1% |
| 6M | -9.7% | +108.3% | -118.0% | -15.1% |
| YTD | -8.8% | +39.6% | -48.3% | -12.0% |
| 1Y | -20.2% | +74.7% | -95.0% | -25.0% |
| 3Y | -5.8% | +224.1% | -229.9% | -19.2% |
| 5Y | +9.5% | +138.4% | -128.9% | -7.4% |
| All | +36.2% | +22.3% | +13.9% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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