+64.8%
VICI vs TXG
+27.0%
+37.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | 0.0% |
| 7D | -2.3% | +9.5% | -11.8% | -3.3% |
| 30D | -4.8% | +18.8% | -23.5% | -6.7% |
| 3M | -10.1% | +136.1% | -146.2% | -19.3% |
| 6M | -9.7% | +235.2% | -245.0% | -23.0% |
| YTD | -8.8% | +320.5% | -329.3% | -24.9% |
| 1Y | -20.2% | +425.2% | -445.4% | -36.9% |
| 3Y | -5.8% | +42.9% | -48.7% | -14.7% |
| 5Y | +9.5% | -62.8% | +72.4% | +16.9% |
| All | +64.8% | +27.0% | +37.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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