-38.7%
NOW vs VXX
-51.0%
+12.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.6% | +9.3% | -1.0% |
| 7D | -27.5% | -4.1% | -23.4% | -27.7% |
| 30D | -20.0% | -0.8% | -19.2% | -19.9% |
| 3M | -7.9% | -19.8% | +11.9% | -8.9% |
| 6M | +18.3% | -40.5% | +58.8% | +14.7% |
| YTD | -29.0% | -35.5% | +6.6% | -28.8% |
| 1Y | -38.7% | -51.1% | +12.4% | -41.8% |
| All | -38.7% | -51.0% | +12.3% | -41.8% |
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