+94.9%
VICI vs VIG
+173.9%
-78.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.3% |
| 7D | -2.3% | -1.1% | -1.3% | -1.3% |
| 30D | -4.8% | -2.7% | -2.0% | -2.1% |
| 3M | -10.1% | +2.5% | -12.7% | -12.4% |
| 6M | -9.7% | +9.2% | -18.9% | -17.6% |
| YTD | -8.8% | +9.8% | -18.6% | -17.3% |
| 1Y | -20.2% | +12.4% | -32.6% | -29.6% |
| 3Y | -5.8% | +55.9% | -61.7% | -41.7% |
| 5Y | +9.5% | +63.9% | -54.4% | -36.2% |
| All | +94.9% | +173.9% | -78.9% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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