+94.9%
VICI vs RJF
+230.3%
-135.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.3% | -2.7% | +0.4% | -1.2% |
| 30D | -4.8% | -4.3% | -0.5% | -3.1% |
| 3M | -10.1% | +15.7% | -25.8% | -15.7% |
| 6M | -9.7% | +17.8% | -27.5% | -16.3% |
| YTD | -8.8% | +9.2% | -17.9% | -13.2% |
| 1Y | -20.2% | +2.8% | -23.0% | -22.4% |
| 3Y | -5.8% | +69.5% | -75.2% | -29.3% |
| 5Y | +9.5% | +105.9% | -96.4% | -27.7% |
| All | +94.9% | +230.3% | -135.4% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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