+3.5%
VICI vs BTDR
+19.6%
-16.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.4% |
| 7D | -2.3% | -3.4% | +1.1% | -2.3% |
| 30D | -4.8% | +32.6% | -37.4% | -5.0% |
| 3M | -10.1% | -32.2% | +22.1% | -9.8% |
| 6M | -9.7% | +52.4% | -62.1% | -10.6% |
| YTD | -8.8% | +6.7% | -15.4% | -9.3% |
| 1Y | -20.2% | -15.2% | -5.0% | -20.7% |
| 3Y | -5.8% | +14.9% | -20.7% | -9.8% |
| 5Y | +9.5% | +20.8% | -11.3% | +1.8% |
| All | +3.5% | +19.6% | -16.1% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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