+97.9%
VICI vs RMBS
+515.5%
-417.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -1.6% | +3.5% | -5.0% | -2.0% |
| 30D | -3.3% | -8.6% | +5.3% | -2.3% |
| 3M | -8.5% | -40.3% | +31.8% | -3.2% |
| 6M | -11.7% | -1.0% | -10.7% | -15.4% |
| YTD | -7.4% | -4.6% | -2.7% | -12.0% |
| 1Y | -19.0% | +17.6% | -36.5% | -27.5% |
| 3Y | -3.9% | +58.6% | -62.6% | -26.1% |
| 5Y | +10.6% | +270.9% | -260.3% | -40.9% |
| All | +97.9% | +515.5% | -417.6% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling