+94.9%
VICI vs VIVK
-100.0%
+194.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +0.5% |
| 7D | -2.3% | -4.4% | +2.1% | -2.3% |
| 30D | -4.8% | -40.8% | +36.1% | -4.2% |
| 3M | -10.1% | -94.1% | +84.0% | -7.9% |
| 6M | -9.7% | -98.2% | +88.5% | -7.0% |
| YTD | -8.8% | -98.0% | +89.3% | -6.8% |
| 1Y | -20.2% | -100.0% | +79.7% | -15.2% |
| 3Y | -5.8% | -100.0% | +94.2% | -1.0% |
| 5Y | +9.5% | -100.0% | +109.5% | +15.3% |
| All | +94.9% | -100.0% | +194.9% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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