+64.2%
VICI vs TXG
+22.9%
+41.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.6% | -1.8% |
| 7D | -3.6% | +5.0% | -8.6% | -4.1% |
| 30D | -4.8% | +13.5% | -18.3% | -6.3% |
| 3M | -11.5% | +128.0% | -139.5% | -20.3% |
| 6M | -12.8% | +224.4% | -237.2% | -25.4% |
| YTD | -9.1% | +307.0% | -316.1% | -24.9% |
| 1Y | -20.5% | +427.2% | -447.8% | -37.3% |
| 3Y | -5.8% | +40.2% | -45.9% | -14.5% |
| 5Y | +9.1% | -64.0% | +73.1% | +16.8% |
| All | +64.2% | +22.9% | +41.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling