+94.9%
VICI vs TXT
+44.0%
+51.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.6% |
| 7D | -2.3% | +2.5% | -4.8% | -3.3% |
| 30D | -4.8% | -8.9% | +4.1% | -1.1% |
| 3M | -10.1% | -13.6% | +3.4% | -5.0% |
| 6M | -9.7% | -13.1% | +3.4% | -5.2% |
| YTD | -8.8% | -7.0% | -1.7% | -7.4% |
| 1Y | -20.2% | -1.4% | -18.9% | -21.3% |
| 3Y | -5.8% | +7.0% | -12.7% | -12.9% |
| 5Y | +9.5% | +15.4% | -5.9% | -4.8% |
| All | +94.9% | +44.0% | +51.0% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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