+3.7%
NOW vs VXX
-95.6%
+99.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.3% |
| 6M | +14.6% | -44.0% | +58.6% | +0.1% |
| YTD | -13.5% | -31.7% | +18.2% | -19.4% |
| 1Y | -29.4% | -46.3% | +17.0% | -37.6% |
| 3Y | +9.4% | -78.3% | +87.6% | -11.9% |
| All | +3.7% | -95.6% | +99.3% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling