-21.4%
NOW vs VXX
-51.1%
+29.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.5% | -2.9% |
| 7D | -2.4% | -3.5% | +1.1% | -2.7% |
| 30D | +20.5% | -13.6% | +34.1% | +18.8% |
| 3M | +18.3% | -24.6% | +42.9% | +15.3% |
| 6M | +24.1% | -39.9% | +63.9% | +18.9% |
| YTD | -7.8% | -33.1% | +25.3% | -8.6% |
| 1Y | -21.4% | -49.9% | +28.5% | -27.1% |
| All | -21.4% | -51.1% | +29.7% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling