+8.7%
VICI vs RMBS
+265.4%
-256.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -2.3% | +1.8% | -4.1% | -2.4% |
| 30D | -4.8% | -13.9% | +9.1% | -4.2% |
| 3M | -10.1% | -39.8% | +29.7% | -8.2% |
| 6M | -9.7% | -6.0% | -3.7% | -11.3% |
| YTD | -8.8% | -5.4% | -3.4% | -11.1% |
| 1Y | -20.2% | -1.8% | -18.4% | -23.2% |
| 3Y | -5.8% | +53.7% | -59.4% | -17.3% |
| All | +8.7% | +265.4% | -256.7% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 5y: compounded portfolio wealth divided by compounded RMBS 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…
5y analysis · Full analysis span regression · 6 months rolling