+8.2%
NOW vs VXX
-77.4%
+85.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | +0.7% |
| 7D | -9.9% | +7.2% | -17.1% | -8.6% |
| 30D | +2.8% | -5.8% | +8.7% | +1.8% |
| 3M | +23.7% | -29.0% | +52.7% | +15.8% |
| 6M | +12.5% | -44.0% | +56.5% | +1.4% |
| YTD | -14.4% | -28.7% | +14.3% | -18.0% |
| 1Y | -29.0% | -45.2% | +16.2% | -35.0% |
| All | +8.2% | -77.4% | +85.7% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling