+94.9%
VICI vs NWSA
+99.1%
-4.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.3% | -2.8% | +0.5% | -1.2% |
| 30D | -4.8% | +3.0% | -7.8% | -5.9% |
| 3M | -10.1% | +12.3% | -22.4% | -14.4% |
| 6M | -9.7% | +21.9% | -31.6% | -17.0% |
| YTD | -8.8% | +13.6% | -22.3% | -14.1% |
| 1Y | -20.2% | +0.5% | -20.7% | -21.4% |
| 3Y | -5.8% | +43.8% | -49.5% | -21.5% |
| 5Y | +9.5% | +41.2% | -31.6% | -11.0% |
| All | +94.9% | +99.1% | -4.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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