+94.9%
VICI vs UL
+34.7%
+60.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -2.3% | -3.4% | +1.1% | -0.8% |
| 30D | -4.8% | +0.5% | -5.2% | -5.0% |
| 3M | -10.1% | +7.2% | -17.4% | -13.2% |
| 6M | -9.7% | -3.1% | -6.7% | -8.9% |
| YTD | -8.8% | -2.7% | -6.0% | -8.3% |
| 1Y | -20.2% | -10.2% | -10.0% | -17.0% |
| 3Y | -5.8% | +20.3% | -26.0% | -15.9% |
| 5Y | +9.5% | +19.9% | -10.4% | -4.2% |
| All | +94.9% | +34.7% | +60.3% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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