+361.1%
NOW vs VXX
-99.0%
+460.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.5% | -6.5% | -4.6% |
| 7D | -6.1% | -3.0% | -3.1% | -6.8% |
| 30D | +7.5% | -11.5% | +18.9% | +4.3% |
| 3M | +17.5% | -27.3% | +44.9% | +8.7% |
| 6M | +7.9% | -49.6% | +57.5% | -8.1% |
| YTD | -12.4% | -32.0% | +19.6% | -18.7% |
| 1Y | -28.6% | -48.3% | +19.8% | -37.4% |
| 3Y | +11.8% | -78.9% | +90.7% | -8.7% |
| 5Y | +2.6% | -95.6% | +98.2% | -37.3% |
| All | +361.1% | -99.0% | +460.1% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling