+35.8%
LIN vs VXX
-77.2%
+113.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -3.9% | -0.5% |
| 7D | +0.2% | -17.5% | +17.8% | -1.2% |
| 30D | +6.2% | +9.8% | -3.6% | +7.5% |
| 3M | +9.3% | -5.9% | +15.2% | +9.4% |
| 6M | +4.4% | -34.1% | +38.5% | +1.3% |
| YTD | +23.7% | -30.8% | +54.6% | +21.7% |
| 1Y | +23.5% | -44.4% | +67.8% | +19.1% |
| All | +35.8% | -77.2% | +113.0% | +14.4% |
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