-98.9%
VXX vs FROG
+22.5%
-121.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.9% |
| 7D | +1.6% | -4.8% | +6.4% | 0.0% |
| 30D | -9.5% | -0.9% | -8.5% | -9.2% |
| 3M | -27.3% | +7.5% | -34.8% | -24.5% |
| 6M | -43.3% | +107.0% | -150.3% | -25.0% |
| YTD | -30.9% | +39.8% | -70.7% | -18.7% |
| 1Y | -47.2% | +74.8% | -122.0% | -31.1% |
| 3Y | -78.5% | +219.3% | -297.8% | -59.1% |
| 5Y | -95.6% | +133.0% | -228.6% | -91.0% |
| All | -98.9% | +22.5% | -121.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling