+59.1%
LIN vs VXX
-95.3%
+154.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.2% | -0.7% |
| 7D | -4.3% | +7.2% | -11.4% | -3.4% |
| 30D | -5.6% | -5.8% | +0.3% | -6.3% |
| 3M | -9.0% | -29.0% | +20.0% | -12.7% |
| 6M | -2.5% | -44.0% | +41.5% | -8.8% |
| YTD | +9.3% | -28.7% | +38.0% | +6.3% |
| 1Y | -1.0% | -45.2% | +44.2% | -6.6% |
| 3Y | +24.0% | -77.8% | +101.8% | +10.0% |
| 5Y | +59.1% | -95.6% | +154.7% | +8.4% |
| All | +59.1% | -95.3% | +154.4% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling