+226.8%
LIN vs VXX
-99.0%
+325.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +0.3% |
| 7D | -2.4% | +2.0% | -4.4% | -2.0% |
| 30D | -2.4% | -7.1% | +4.7% | -3.5% |
| 3M | -9.3% | -28.6% | +19.4% | -14.0% |
| 6M | -2.6% | -44.0% | +41.4% | -10.8% |
| YTD | +10.4% | -31.7% | +42.2% | +5.4% |
| 1Y | -2.3% | -46.3% | +44.1% | -9.8% |
| 3Y | +24.4% | -78.3% | +102.7% | +7.4% |
| 5Y | +60.7% | -95.8% | +156.5% | +8.4% |
| All | +226.8% | -99.0% | +325.8% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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