+48.8%
NWBI vs VT
+224.7%
-175.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.6% |
| 7D | -2.6% | -0.7% | -1.9% | -2.2% |
| 30D | +3.8% | -1.7% | +5.5% | +5.1% |
| 3M | -1.3% | -2.3% | +1.0% | +0.3% |
| 6M | +14.0% | +1.5% | +12.5% | +11.9% |
| YTD | +34.0% | +12.0% | +22.0% | +20.9% |
| 1Y | +36.2% | +12.9% | +23.3% | +22.1% |
| 3Y | +72.1% | +74.9% | -2.9% | +7.3% |
| 5Y | +44.1% | +59.9% | -15.8% | -3.8% |
| All | +48.8% | +224.7% | -175.9% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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