Backtest Portfolio Asset Allocation

This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs and stocks to analyze and backtest portfolio returns, risk characteristics, standard deviation, annual returns and rolling returns. The results include a visualization of the portfolio growth chart and rolling returns, CAGR, standard deviation, Sharpe ratio, Sortino ratio, annual returns and inflation adjusted returns. A periodic contribution or withdrawal can also be specified together with the preferred portfolio rebalancing strategy. You can also analyze and compare asset class based lazy portfolios with a longer time horizon starting from 1972.

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Asset 3
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Asset 6
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Portfolio Analysis Results (Oct 2011 - Dec 2018)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
VTSAX Vanguard Total Stock Mkt Idx Adm 100.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
VFIAX Vanguard 500 Index Admiral 100.00%
Save portfolio »
Portfolio 3
Ticker Name Allocation
VTSAX Vanguard Total Stock Mkt Idx Adm 20.00%
VFIAX Vanguard 500 Index Admiral 20.00%
VVIAX Vanguard Value Index Adm 20.00%
VSMAX Vanguard Small Cap Index Adm 20.00%
VSIAX Vanguard Small Cap Value Index Admiral 10.00%
VFWAX Vanguard FTSE All-Wld ex-US Idx Admiral 10.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$25,491 13.78% 11.40%33.52%-5.17%-14.26% 1.161.951.00
Portfolio 2$10,000$25,751 13.94% 11.10%32.33%-4.43%-13.53% 1.202.041.00
Portfolio 3$10,000$23,866 12.75% 11.64%32.37%-7.44%-14.46% 1.061.750.99
   
Notes on results:
  • Past performance is not a guarantee of future returns. See Disclaimer and Terms of Use
  • The entered time period is automatically adjusted based on the available return data for the specified assets
  • The annual results for 2011 are based on full calendar months from October to December
  • CAGR = Compound Annual Growth Rate
  • Stdev = Annualized standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (1-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdowns are calculated based on monthly returns excluding cashflows
  • The backtested results include monthly rebalancing of portfolio assets to match the specified allocation
  • The results use total return and assume that all received dividends and distributions are reinvested. Taxes and transaction fees are not included
  • Portfolio cashflows and rebalancing for quarterly and annual periods are aligned with calendar periods.
Annual returns for the configured portfolios
YearInflationReturnBalanceVanguard Total Stock Mkt Idx Adm (VTSAX)Vanguard 500 Index Admiral (VFIAX)Vanguard Value Index Adm (VVIAX)Vanguard Small Cap Index Adm (VSMAX)Vanguard Small Cap Value Index Admiral (VSIAX)Vanguard FTSE All-Wld ex-US Idx Admiral (VFWAX)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
2011-0.54%12.14%11.82%12.27%$11,214$11,182$11,22712.14%11.82%12.48%15.03%15.26%4.56%
20121.74%16.38%15.96%16.93%$13,051$12,967$13,12816.38%15.96%15.18%18.24%18.77%18.52%
20131.50%33.52%32.33%32.37%$17,426$17,160$17,37733.52%32.33%33.05%37.81%36.58%14.49%
20140.76%12.56%13.64%9.99%$19,615$19,501$19,11312.56%13.64%13.18%7.50%10.55%-4.05%
20150.73%0.39%1.36%-1.44%$19,691$19,766$18,8380.39%1.36%-0.86%-3.64%-4.65%-4.65%
20162.07%12.66%11.93%14.89%$22,184$22,124$21,64212.66%11.93%16.86%18.30%24.78%4.77%
20172.11%21.17%21.79%19.15%$26,881$26,944$25,78621.17%21.79%17.13%16.24%11.80%27.22%
20181.91%-5.17%-4.43%-7.44%$25,491$25,751$23,866-5.17%-4.43%-5.43%-9.31%-12.23%-13.95%
Annual returns for 2011 are based on partial year data
Monthly returns for the configured portfolios
YearMonthReturnBalanceVanguard Total Stock Mkt Idx Adm (VTSAX)Vanguard 500 Index Admiral (VFIAX)Vanguard Value Index Adm (VVIAX)Vanguard Small Cap Index Adm (VSMAX)Vanguard Small Cap Value Index Admiral (VSIAX)Vanguard FTSE All-Wld ex-US Idx Admiral (VFWAX)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
20111011.54%10.93%12.10%$11,154$11,093$11,21011.54%10.93%10.36%15.23%14.37%10.53%
201111-0.29%-0.22%-0.57%$11,122$11,068$11,146-0.29%-0.22%-0.44%-0.38%-0.18%-2.87%
2011120.82%1.03%0.72%$11,214$11,182$11,2270.82%1.03%2.38%0.21%0.97%-2.62%
201215.08%4.47%5.42%$11,783$11,682$11,8355.08%4.47%3.42%7.01%6.86%7.34%
201224.26%4.32%3.90%$12,285$12,187$12,2964.26%4.32%3.92%3.19%2.53%5.09%
201233.07%3.29%2.46%$12,662$12,588$12,5993.07%3.29%2.88%2.30%2.35%-0.83%
20124-0.63%-0.63%-0.89%$12,583$12,508$12,487-0.63%-0.63%-0.89%-0.90%-0.89%-1.90%
20125-6.23%-6.01%-6.74%$11,798$11,757$11,646-6.23%-6.01%-5.96%-6.77%-6.31%-11.11%
201263.94%4.12%4.50%$12,263$12,241$12,1703.94%4.12%4.70%4.51%4.31%6.18%
201271.03%1.38%0.58%$12,390$12,410$12,2411.03%1.38%1.24%-0.80%-0.38%0.51%
201282.51%2.25%2.50%$12,701$12,690$12,5472.51%2.25%1.45%3.46%2.95%2.70%
201292.58%2.58%2.84%$13,028$13,018$12,9032.58%2.58%3.04%2.76%2.90%3.56%
201210-1.76%-1.85%-1.11%$12,799$12,777$12,759-1.76%-1.85%-0.52%-1.46%-0.62%0.67%
2012110.74%0.58%0.67%$12,893$12,850$12,8450.74%0.58%-0.53%1.19%0.88%1.90%
2012121.22%0.91%2.20%$13,051$12,967$13,1281.22%0.91%1.94%3.09%3.34%4.33%
201315.50%5.18%5.66%$13,769$13,639$13,8705.50%5.18%6.37%6.35%6.51%3.26%
201321.28%1.35%1.13%$13,944$13,824$14,0271.28%1.35%1.52%1.36%1.75%-1.48%
201333.91%3.75%3.76%$14,490$14,342$14,5543.91%3.75%3.93%4.69%4.55%0.48%
201341.70%1.92%1.57%$14,736$14,617$14,7821.70%1.92%2.19%0.16%-0.06%3.79%
201352.35%2.33%2.17%$15,082$14,959$15,1032.35%2.33%2.49%3.63%3.11%-3.02%
20136-1.24%-1.35%-1.36%$14,894$14,757$14,898-1.24%-1.35%-0.81%-0.99%-1.15%-3.63%
201375.46%5.09%5.60%$15,707$15,508$15,7335.46%5.09%5.19%6.68%6.69%4.54%
20138-2.80%-2.90%-3.09%$15,267$15,058$15,247-2.80%-2.90%-3.60%-3.17%-4.22%-1.70%
201393.67%3.13%4.18%$15,828$15,530$15,8853.67%3.13%2.16%5.71%5.33%7.17%
2013104.25%4.59%4.08%$16,500$16,243$16,5334.25%4.59%4.56%3.28%3.92%3.48%
2013112.88%3.04%2.69%$16,975$16,737$16,9772.88%3.04%3.23%2.72%3.00%0.13%
2013122.66%2.53%2.35%$17,426$17,160$17,3772.66%2.53%2.06%2.59%2.70%1.18%
20141-3.11%-3.46%-3.23%$16,885$16,566$16,816-3.11%-3.46%-3.59%-2.05%-2.80%-5.07%
201424.75%4.57%4.70%$17,688$17,323$17,6064.75%4.57%3.94%5.07%5.02%5.31%
201430.52%0.84%0.91%$17,780$17,468$17,7660.52%0.84%2.62%-0.32%1.34%0.42%
201440.06%0.74%-0.10%$17,791$17,596$17,7480.06%0.74%0.89%-2.31%-1.16%1.44%
201452.17%2.34%1.78%$18,177$18,008$18,0642.17%2.34%1.43%1.17%1.61%1.96%
201462.57%2.06%2.91%$18,644$18,380$18,5892.57%2.06%1.91%5.00%4.30%1.67%
20147-1.98%-1.38%-2.53%$18,275$18,126$18,120-1.98%-1.38%-1.27%-4.94%-4.70%-1.45%
201484.18%4.00%3.95%$19,039$18,850$18,8364.18%4.00%3.50%5.00%5.14%1.03%
20149-2.11%-1.40%-3.08%$18,638$18,586$18,255-2.11%-1.40%-1.35%-5.32%-5.62%-4.84%
2014102.74%2.43%2.80%$19,149$19,038$18,7662.74%2.43%1.90%4.49%4.95%-0.10%
2014112.43%2.69%1.80%$19,614$19,551$19,1032.43%2.69%2.42%0.99%1.07%-0.16%
2014120.00%-0.26%0.05%$19,615$19,501$19,1130.00%-0.26%0.33%1.25%1.69%-3.81%
20151-2.77%-3.00%-2.69%$19,071$18,915$18,599-2.77%-3.00%-4.01%-2.15%-3.30%0.24%
201525.76%5.74%5.64%$20,170$20,002$19,6485.76%5.74%5.25%5.84%5.74%5.48%
20153-1.01%-1.59%-0.62%$19,966$19,685$19,525-1.01%-1.59%-1.58%1.20%1.23%-1.53%
201540.42%0.95%0.63%$20,050$19,873$19,6480.42%0.95%1.60%-1.69%-1.26%5.00%
201551.39%1.28%1.19%$20,329$20,128$19,8821.39%1.28%1.12%2.03%1.34%-1.07%
20156-1.70%-1.92%-1.75%$19,983$19,740$19,535-1.70%-1.92%-2.17%-0.87%-1.43%-2.72%
201571.65%2.09%0.72%$20,313$20,153$19,6761.65%2.09%0.95%-0.29%-1.01%-0.56%
20158-6.00%-6.04%-5.96%$19,093$18,937$18,503-6.00%-6.04%-5.82%-5.82%-4.77%-7.49%
20159-2.94%-2.48%-3.24%$18,531$18,467$17,903-2.94%-2.48%-2.48%-4.50%-3.59%-4.02%
2015107.86%8.43%7.23%$19,988$20,024$19,1977.86%8.43%7.61%5.70%6.61%6.45%
2015110.56%0.30%0.61%$20,100$20,084$19,3130.56%0.30%0.40%1.81%1.35%-1.42%
201512-2.04%-1.58%-2.46%$19,691$19,766$18,838-2.04%-1.58%-0.98%-4.18%-4.89%-2.18%
20161-5.65%-4.97%-5.80%$18,578$18,785$17,744-5.65%-4.97%-4.75%-7.65%-6.45%-5.55%
20162-0.04%-0.14%0.08%$18,570$18,759$17,758-0.04%-0.14%0.10%0.92%1.59%-2.47%
201637.03%6.78%7.47%$19,876$20,031$19,0857.03%6.78%6.59%8.37%8.90%8.25%
201640.65%0.39%1.28%$20,005$20,109$19,3300.65%0.39%1.53%1.74%2.08%2.16%
201651.77%1.79%1.36%$20,359$20,468$19,5941.77%1.79%1.13%1.93%1.43%-1.06%
201660.25%0.26%0.30%$20,410$20,521$19,6530.25%0.26%1.09%0.26%0.11%-0.79%
201673.95%3.68%4.01%$21,216$21,276$20,4413.95%3.68%2.83%5.07%4.69%4.33%
201680.28%0.14%0.49%$21,275$21,306$20,5420.28%0.14%0.65%0.64%0.72%0.83%
201690.15%0.02%0.19%$21,307$21,310$20,5820.15%0.02%-0.44%0.41%0.31%1.35%
201610-2.21%-1.83%-2.32%$20,836$20,920$20,104-2.21%-1.83%-1.15%-4.10%-3.01%-1.63%
2016114.45%3.70%5.35%$21,764$21,695$21,1804.45%3.70%5.96%8.60%10.28%-2.16%
2016121.93%1.98%2.18%$22,184$22,124$21,6421.93%1.98%2.64%1.88%2.83%2.11%
201711.93%1.89%1.66%$22,612$22,543$22,0021.93%1.89%0.63%1.57%0.67%3.90%
201723.71%3.97%3.08%$23,450$23,437$22,6793.71%3.97%3.62%2.37%2.06%1.40%
201730.08%0.11%0.01%$23,469$23,463$22,6810.08%0.11%-0.98%-0.24%-0.75%2.89%
201741.05%1.02%0.84%$23,715$23,703$22,8721.05%1.02%0.00%0.85%0.42%2.16%
201751.02%1.40%0.36%$23,957$24,035$22,9541.02%1.40%0.11%-1.12%-2.34%3.10%
201760.93%0.62%1.39%$24,180$24,184$23,2720.93%0.62%1.71%2.24%2.42%0.44%
201771.87%2.05%1.75%$24,631$24,680$23,6801.87%2.05%1.57%1.11%0.95%3.41%
201780.16%0.30%-0.26%$24,671$24,755$23,6180.16%0.30%-0.44%-0.94%-1.42%0.62%
201792.46%2.07%3.06%$25,278$25,266$24,3412.46%2.07%3.01%4.41%4.90%1.81%
2017102.17%2.33%1.85%$25,827$25,855$24,7922.17%2.33%1.80%1.55%0.87%1.96%
2017113.04%3.07%2.94%$26,613$26,648$25,5203.04%3.07%3.53%3.10%3.16%0.75%
2017121.01%1.11%1.04%$26,881$26,944$25,7861.01%1.11%1.49%0.38%0.47%1.94%
201815.32%5.72%4.50%$28,311$28,485$26,9475.32%5.72%4.78%2.85%1.98%5.71%
20182-3.71%-3.69%-4.16%$27,259$27,435$25,826-3.71%-3.69%-4.36%-4.07%-4.75%-5.21%
20183-1.98%-2.55%-1.17%$26,719$26,737$25,524-1.98%-2.55%-2.53%1.14%0.81%-0.68%
201840.38%0.38%0.44%$26,820$26,839$25,6350.38%0.38%0.47%0.34%0.40%0.83%
201852.82%2.40%2.42%$27,576$27,483$26,2562.82%2.40%0.62%5.08%4.50%-2.12%
201860.67%0.61%0.28%$27,762$27,652$26,3290.67%0.61%0.18%0.73%0.35%-1.98%
201873.35%3.72%3.24%$28,693$28,680$27,1823.35%3.72%4.67%1.84%2.52%2.73%
201883.45%3.25%2.65%$29,684$29,613$27,9013.45%3.25%1.96%4.49%2.43%-2.27%
201890.16%0.57%-0.17%$29,732$29,781$27,8530.16%0.57%0.57%-1.54%-1.73%0.49%
201810-7.40%-6.84%-7.58%$27,532$27,743$25,742-7.40%-6.84%-4.98%-10.08%-9.01%-8.16%
2018112.08%2.03%2.30%$28,103$28,308$26,3352.08%2.03%3.39%2.17%2.39%1.28%
201812-9.30%-9.03%-9.37%$25,491$25,751$23,866-9.30%-9.03%-9.33%-11.10%-11.44%-4.76%

Portfolio Returns Based Style Analysis

Portfolio Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2Portfolio 3
Large-cap Value35.12%46.54%35.13%
Large-cap Growth45.36%53.03%24.17%
Mid-cap Value5.82%0.00%13.71%
Mid-cap Growth5.70%0.00%4.17%
Small-cap Value2.74%0.00%3.77%
Small-cap Growth3.85%0.43%8.63%
Global ex-US Developed Markets0.95%0.00%7.63%
Emerging Markets0.46%0.00%2.78%
Corporate Bonds0.00%0.00%0.00%
Long-Term Treasuries0.00%0.00%0.00%
Intermediate-Term Treasuries0.00%0.00%0.00%
Short-Term Treasuries0.00%0.00%0.00%
R Squared99.87%99.94%99.81%
Style analysis is based on monthly returns from Oct 2011 to Dec 2018 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings.

Holdings Based Exposures for Portfolio 1

Holdings Based Exposures for Portfolio 1
TickerNameCategoryDurationERWeightReturn ContributionRisk Contribution
VTSAXVanguard Total Stock Mkt Idx AdmLarge Blend0.04%100.00%$15,491100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Holdings Based Exposures for Portfolio 2

Holdings Based Exposures for Portfolio 2
TickerNameCategoryDurationERWeightReturn ContributionRisk Contribution
VFIAXVanguard 500 Index AdmiralLarge Blend0.04%100.00%$15,751100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Holdings Based Exposures for Portfolio 3

Holdings Based Exposures for Portfolio 3
TickerNameCategoryDurationERWeightReturn ContributionRisk Contribution
VTSAXVanguard Total Stock Mkt Idx AdmLarge Blend0.04%20.00%$3,07119.45%
VFIAXVanguard 500 Index AdmiralLarge Blend0.04%20.00%$3,13818.71%
VVIAXVanguard Value Index AdmLarge Value0.05%20.00%$2,99618.15%
VSMAXVanguard Small Cap Index AdmSmall Blend0.05%20.00%$2,75423.16%
VSIAXVanguard Small Cap Value Index AdmiralSmall Value0.07%10.00%$1,32911.41%
VFWAXVanguard FTSE All-Wld ex-US Idx AdmiralForeign Large Blend0.11%10.00%$5789.11%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Fund fundamentals data as of 09/05/2019. © 2019 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.

Portfolio return and risk metrics
MetricPortfolio 1Portfolio 2Portfolio 3
Arithmetic Mean (monthly)1.13%1.14%1.06%
Arithmetic Mean (annualized)14.50%14.62%13.50%
Geometric Mean (monthly)1.08%1.09%1.00%
Geometric Mean (annualized)13.78%13.94%12.75%
Volatility (monthly)3.29%3.20%3.36%
Volatility (annualized)11.40%11.10%11.64%
Downside Deviation (monthly)1.94%1.87%2.01%
Max. Drawdown-14.26%-13.53%-14.46%
US Market Correlation1.001.000.99
Beta(*)1.000.971.01
Alpha (annualized)0.11%0.63%-0.97%
R2100.00%99.06%98.59%
Sharpe Ratio1.161.201.06
Sortino Ratio1.952.041.75
Treynor Ratio (%)13.2213.7512.16
Calmar Ratio0.630.680.57
Active Return0.13%0.29%-0.90%
Tracking Error0.04%1.13%1.39%
Information Ratio2.890.25-0.65
Skewness-0.36-0.36-0.31
Excess Kurtosis1.661.541.75
Historical Value-at-Risk (5%)-5.86%-5.59%-5.90%
Analytical Value-at-Risk (5%)-4.28%-4.13%-4.43%
Conditional Value-at-Risk (5%)-7.23%-6.98%-7.41%
Upside Capture Ratio (%)100.4299.8097.83
Downside Capture Ratio (%)99.7197.06103.63
Safe Withdrawal Rate21.61%21.55%21.19%
Perpetual Withdrawal Rate9.90%10.01%9.15%
Positive Periods65 out of 87 (74.71%)64 out of 87 (73.56%)63 out of 87 (72.41%)
Gain/Loss Ratio0.840.910.88
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Oct 2018Dec 20183 months-14.26%
2Jun 2015Sep 20154 monthsMay 20168 months1 year-8.84%
3Apr 2012May 20122 monthsAug 20123 months5 months-6.82%
4Feb 2018Mar 20182 monthsJul 20184 months6 months-5.62%
5Jan 2014Jan 20141 monthFeb 20141 month2 months-3.11%
6Aug 2013Aug 20131 monthSep 20131 month2 months-2.80%
7Jan 2015Jan 20151 monthFeb 20151 month2 months-2.77%
8Oct 2016Oct 20161 monthNov 20161 month2 months-2.21%
9Sep 2014Sep 20141 monthOct 20141 month2 months-2.11%
10Jul 2014Jul 20141 monthAug 20141 month2 months-1.98%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Oct 2018Dec 20183 months-13.53%
2Aug 2015Sep 20152 monthsMay 20168 months10 months-8.37%
3Apr 2012May 20122 monthsAug 20123 months5 months-6.60%
4Feb 2018Mar 20182 monthsJul 20184 months6 months-6.14%
5Jan 2014Jan 20141 monthFeb 20141 month2 months-3.46%
6Dec 2014Jan 20152 monthsFeb 20151 month3 months-3.25%
7Aug 2013Aug 20131 monthSep 20131 month2 months-2.90%
8Jun 2015Jun 20151 monthJul 20151 month2 months-1.92%
9Oct 2012Oct 20121 monthJan 20133 months4 months-1.85%
10Oct 2016Oct 20161 monthNov 20161 month2 months-1.83%
Worst 10 drawdowns included above

Drawdowns for Portfolio 3

Drawdowns for Portfolio 3 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Sep 2018Dec 20184 months-14.46%
2Jun 2015Jan 20168 monthsJul 20166 months1 year 2 months-10.75%
3Apr 2012May 20122 monthsSep 20124 months6 months-7.57%
4Feb 2018Mar 20182 monthsJul 20184 months6 months-5.28%
5Jan 2014Jan 20141 monthFeb 20141 month2 months-3.23%
6Aug 2013Aug 20131 monthSep 20131 month2 months-3.09%
7Sep 2014Sep 20141 monthNov 20142 months3 months-3.08%
8Jan 2015Jan 20151 monthFeb 20151 month2 months-2.69%
9Jul 2014Jul 20141 monthAug 20141 month2 months-2.53%
10Oct 2016Oct 20161 monthNov 20161 month2 months-2.32%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VTSAXVanguard Total Stock Mkt Idx Adm13.78%11.40%33.52%-5.17%-14.26%1.161.951.00
VFIAXVanguard 500 Index Admiral13.94%11.10%32.33%-4.43%-13.53%1.202.041.00
VVIAXVanguard Value Index Adm13.49%10.93%33.05%-5.43%-10.93%1.182.000.96
VSMAXVanguard Small Cap Index Adm12.97%14.04%37.81%-9.31%-19.59%0.911.490.94
VSIAXVanguard Small Cap Value Index Admiral12.92%13.89%36.58%-12.23%-18.93%0.921.530.93
VFWAXVanguard FTSE All-Wld ex-US Idx Admiral5.64%12.94%27.22%-13.95%-20.17%0.460.710.80

Monthly Correlations

Correlations for the portfolio assets
TickerNameVTSAXVFIAXVVIAXVSMAXVSIAXVFWAXPortfolio 1Portfolio 2Portfolio 3
VTSAXVanguard Total Stock Mkt Idx Adm-1.000.960.940.930.801.001.000.99
VFIAXVanguard 500 Index Admiral1.00-0.970.900.890.801.001.000.98
VVIAXVanguard Value Index Adm0.960.97-0.880.900.760.960.970.97
VSMAXVanguard Small Cap Index Adm0.940.900.88-0.990.720.940.900.96
VSIAXVanguard Small Cap Value Index Admiral0.930.890.900.99-0.700.930.890.96
VFWAXVanguard FTSE All-Wld ex-US Idx Admiral0.800.800.760.720.70-0.800.800.82

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
VTSAXVanguard Total Stock Mkt Idx Adm$15,491$3,071
VFIAXVanguard 500 Index Admiral$15,751$3,138
VVIAXVanguard Value Index Adm$2,996
VSMAXVanguard Small Cap Index Adm$2,754
VSIAXVanguard Small Cap Value Index Admiral$1,329
VFWAXVanguard FTSE All-Wld ex-US Idx Admiral$578

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
VTSAXVanguard Total Stock Mkt Idx Adm100.00%19.45%
VFIAXVanguard 500 Index Admiral100.00%18.71%
VVIAXVanguard Value Index Adm18.15%
VSMAXVanguard Small Cap Index Adm23.16%
VSIAXVanguard Small Cap Value Index Admiral11.41%
VFWAXVanguard FTSE All-Wld ex-US Idx Admiral9.11%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2Portfolio 3
AverageHighLowAverageHighLowAverageHighLow
1 year13.07%33.52%-5.17%13.23%32.33%-4.43%12.06%32.37%-7.44%
3 years12.72%20.49%8.38%12.98%20.37%8.84%11.70%19.41%7.59%
5 years12.69%15.55%7.90%12.94%15.75%8.46%11.68%14.46%6.55%
7 years12.45%12.45%12.45%12.66%12.66%12.66%11.38%11.38%11.38%
Result statistics are based on annualized rolling returns over full calendar year periods