+355.3%
NOW vs VXX
-99.0%
+454.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | -0.1% |
| 7D | -6.2% | +2.0% | -8.2% | -5.6% |
| 30D | +6.1% | -7.1% | +13.2% | +4.3% |
| 3M | +28.6% | -28.6% | +57.2% | +18.4% |
| 6M | +14.6% | -44.0% | +58.6% | +0.2% |
| YTD | -13.5% | -31.7% | +18.2% | -19.5% |
| 1Y | -29.4% | -46.3% | +17.0% | -37.5% |
| 3Y | +9.4% | -78.3% | +87.6% | -9.9% |
| 5Y | +2.3% | -95.8% | +98.1% | -38.3% |
| All | +355.3% | -99.0% | +454.3% | +155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling