-5.8%
VICI vs TEVA
+280.8%
-286.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.3% |
| 7D | -2.3% | +2.0% | -4.3% | -2.4% |
| 30D | -4.8% | +1.0% | -5.7% | -4.8% |
| 3M | -10.1% | +7.3% | -17.4% | -10.5% |
| 6M | -9.7% | +21.7% | -31.4% | -10.7% |
| YTD | -8.8% | +18.8% | -27.6% | -9.7% |
| 1Y | -20.2% | +86.5% | -106.7% | -22.7% |
| 3Y | -5.8% | +269.4% | -275.2% | -16.9% |
| All | -5.8% | +280.8% | -286.6% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 3y: compounded portfolio wealth divided by compounded TEVA 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…
3y analysis · Full analysis span regression · 6 months rolling