-49.9%
VXX vs FROG
+83.7%
-133.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.1% |
| 7D | -3.5% | -11.3% | +7.8% | -4.9% |
| 30D | -13.6% | +3.6% | -17.2% | -13.0% |
| 3M | -24.6% | +1.7% | -26.3% | -23.8% |
| 6M | -39.9% | +123.5% | -163.4% | -30.3% |
| YTD | -33.1% | +40.2% | -73.3% | -27.5% |
| 1Y | -49.9% | +81.0% | -130.9% | -41.9% |
| All | -49.9% | +83.7% | -133.6% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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