+94.1%
VICI vs VCLT
+8.1%
+86.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.1% |
| 7D | -3.6% | -1.3% | -2.3% | -2.7% |
| 30D | -4.8% | -1.1% | -3.7% | -4.1% |
| 3M | -11.5% | -3.7% | -7.8% | -9.1% |
| 6M | -12.8% | -4.0% | -8.8% | -10.2% |
| YTD | -9.1% | -3.4% | -5.7% | -6.9% |
| 1Y | -20.5% | -4.1% | -16.4% | -18.2% |
| 3Y | -5.8% | +11.0% | -16.8% | -12.9% |
| 5Y | +9.1% | -17.0% | +26.1% | +26.8% |
| All | +94.1% | +8.1% | +86.1% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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