+234.8%
LIN vs VXX
-99.0%
+333.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -0.9% |
| 7D | -2.1% | -3.5% | +1.4% | -2.7% |
| 30D | -2.4% | -13.6% | +11.2% | -4.7% |
| 3M | -5.6% | -24.6% | +19.0% | -9.6% |
| 6M | -3.4% | -39.9% | +36.5% | -10.2% |
| YTD | +13.1% | -33.1% | +46.2% | +7.6% |
| 1Y | +2.5% | -49.9% | +52.4% | -6.6% |
| 3Y | +27.6% | -79.1% | +106.7% | +9.3% |
| 5Y | +63.0% | -95.6% | +158.6% | +11.4% |
| All | +234.8% | -99.0% | +333.8% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling