+24.5%
LIN vs VXX
-78.1%
+102.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.2% |
| 7D | -4.0% | +1.6% | -5.5% | -3.8% |
| 30D | -4.9% | -9.5% | +4.5% | -5.7% |
| 3M | -9.2% | -27.3% | +18.1% | -11.6% |
| 6M | -2.6% | -43.3% | +40.7% | -7.0% |
| YTD | +10.5% | -30.9% | +41.4% | +8.1% |
| 1Y | -0.1% | -47.2% | +47.1% | -4.4% |
| All | +24.5% | -78.1% | +102.7% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling