+268.8%
LIN vs VXX
-98.9%
+367.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +1.1% |
| 7D | +2.1% | -14.7% | +16.8% | -0.3% |
| 30D | +6.8% | +8.9% | -2.1% | +9.3% |
| 3M | +10.4% | -4.5% | +14.9% | +10.7% |
| 6M | +3.2% | -34.0% | +37.1% | -2.4% |
| YTD | +24.6% | -29.2% | +53.8% | +20.8% |
| 1Y | +24.4% | -46.8% | +71.2% | +15.0% |
| 3Y | +36.7% | -76.2% | +113.0% | +19.9% |
| 5Y | +67.0% | -94.3% | +161.3% | +20.5% |
| All | +268.8% | -98.9% | +367.7% | +136.5% |
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