+94.1%
VICI vs USFD
+200.0%
-105.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.4% |
| 7D | -3.6% | -8.0% | +4.4% | -0.6% |
| 30D | -4.8% | -13.1% | +8.3% | +0.1% |
| 3M | -11.5% | +6.5% | -18.0% | -13.8% |
| 6M | -12.8% | +5.7% | -18.5% | -15.2% |
| YTD | -9.1% | +27.5% | -36.7% | -18.3% |
| 1Y | -20.5% | +23.4% | -44.0% | -27.9% |
| 3Y | -5.8% | +146.4% | -152.2% | -36.0% |
| 5Y | +9.1% | +196.8% | -187.7% | -33.5% |
| All | +94.1% | +200.0% | -105.9% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USFD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling