-98.9%
VXX vs FROG
+22.3%
-121.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -4.8% |
| 7D | +2.0% | -0.5% | +2.5% | +1.8% |
| 30D | -7.1% | +1.3% | -8.4% | -6.2% |
| 3M | -28.6% | +11.1% | -39.7% | -25.1% |
| 6M | -44.0% | +108.3% | -152.3% | -25.8% |
| YTD | -31.7% | +39.6% | -71.3% | -19.8% |
| 1Y | -46.3% | +74.7% | -121.1% | -30.0% |
| 3Y | -78.3% | +224.1% | -302.3% | -58.5% |
| 5Y | -95.8% | +138.4% | -234.2% | -91.4% |
| All | -98.9% | +22.3% | -121.2% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling