+98.4%
VICI vs VFC
-75.8%
+174.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | -1.1% | +0.8% | -1.9% | -1.2% |
| 30D | -5.5% | -11.9% | +6.4% | -3.0% |
| 3M | -6.2% | -20.2% | +13.9% | -2.5% |
| 6M | -12.0% | -23.0% | +11.0% | -8.3% |
| YTD | -7.1% | -26.2% | +19.1% | -2.8% |
| 1Y | -19.2% | -13.3% | -5.9% | -19.3% |
| 3Y | -3.7% | -25.5% | +21.8% | -11.7% |
| 5Y | +4.4% | -78.1% | +82.5% | +51.6% |
| All | +98.4% | -75.8% | +174.2% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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