+94.9%
VICI vs USFR
+25.8%
+69.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.3% | +0.1% | -2.5% | -2.3% |
| 30D | -4.8% | +0.4% | -5.1% | -4.8% |
| 3M | -10.1% | +1.0% | -11.2% | -10.1% |
| 6M | -9.7% | +2.0% | -11.7% | -9.7% |
| YTD | -8.8% | +2.8% | -11.5% | -8.7% |
| 1Y | -20.2% | +4.1% | -24.3% | -20.2% |
| 3Y | -5.8% | +14.1% | -19.9% | -2.9% |
| 5Y | +9.5% | +20.6% | -11.1% | +13.4% |
| All | +94.9% | +25.8% | +69.1% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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