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. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset. You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing strategy.

The related asset class level portfolio modeling tool allows you to analyze and compare asset class level portfolios with a longer time horizon starting from 1972.

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Portfolio Analysis Results (Jan 2015 - Oct 2020)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
QVAL Alpha Architect US Quantitative Val ETF 15.00%
IVAL Alpha Architect Intl Quant Val ETF 10.00%
FNDC Schwab Fundamental Intl Sm Co ETF 25.00%
VTV Vanguard Value ETF 25.00%
VBR Vanguard Small-Cap Value ETF 25.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
QVAL Alpha Architect US Quantitative Val ETF 15.00%
IVAL Alpha Architect Intl Quant Val ETF 10.00%
FNDC Schwab Fundamental Intl Sm Co ETF 25.00%
VFINX Vanguard 500 Index Investor 25.00%
VBR Vanguard Small-Cap Value ETF 25.00%
Save portfolio »
Portfolio 3
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 100.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$12,337 3.67% 16.46%23.03%-14.66%-31.29% 0.240.320.95
Portfolio 2$10,000$13,071 4.70% 16.45%24.40%-13.92%-29.93% 0.300.410.96
Portfolio 3$10,000$17,729 10.31% 14.57%31.33%-4.52%-19.63% 0.681.031.00
   

Trailing Returns

Trailing Returns
Name3 MonthYTD1 year3 year5 yearFull
Portfolio 12.19%-14.66%-9.85%-1.71%4.30%3.67%
Portfolio 22.27%-11.06%-5.92%0.02%5.35%4.70%
Portfolio 30.34%2.65%9.56%10.28%11.56%10.31%
Trailing returns are for full months ending in October 2020 excluding portfolio cashflows.
Notes on results:
  • Past performance is no guarantee of future results, which may vary. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. The value of the investments and the income derived from them may fluctuate over time.
  • All portfolio returns presented are hypothetical and backtested. Hypothetical returns do not reflect trading costs, transaction fees, or taxes.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • The annual results for 2020 are based on monthly returns from January to October
  • 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 (3-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdown analysis is calculated based on monthly returns excluding cashflows
  • The results assume quarterly rebalancing of portfolio assets to match the specified allocation
Annual returns for the configured portfolios
YearInflationReturnBalanceAlpha Architect US Quantitative Val ETF (QVAL)Alpha Architect Intl Quant Val ETF (IVAL)Schwab Fundamental Intl Sm Co ETF (FNDC)Vanguard Value ETF (VTV)Vanguard Small-Cap Value ETF (VBR)Vanguard 500 Index Investor (VFINX)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
20150.73%-2.64%-2.10%1.25%$9,736$9,790$10,125-13.47%-3.57%4.91%-0.98%-4.76%1.25%
20162.07%15.73%14.38%11.82%$11,268$11,198$11,32113.03%9.52%8.75%17.12%24.90%11.82%
20172.11%21.40%22.55%21.67%$13,679$13,722$13,77425.59%31.02%29.20%17.14%11.80%21.67%
20181.91%-14.10%-13.92%-4.52%$11,750$11,813$13,151-17.28%-22.50%-19.13%-5.44%-12.26%-4.52%
20192.29%23.03%24.40%31.33%$14,457$14,695$17,27124.06%21.28%20.56%25.65%22.77%31.33%
20201.29%-14.66%-11.06%2.65%$12,337$13,071$17,729-21.06%-17.90%-11.99%-12.38%-15.58%2.65%
Annual returns for 2020 are based on partial year data
Monthly returns for the configured portfolios
YearMonthReturnBalanceAlpha Architect US Quantitative Val ETF (QVAL)Alpha Architect Intl Quant Val ETF (IVAL)Schwab Fundamental Intl Sm Co ETF (FNDC)Vanguard Value ETF (VTV)Vanguard Small-Cap Value ETF (VBR)Vanguard 500 Index Investor (VFINX)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
20151-2.01%-1.74%-3.02%$9,799$9,826$9,698-2.00%0.20%0.47%-4.10%-3.30%-3.02%
201526.10%6.20%5.74%$10,396$10,435$10,2558.46%5.53%6.12%5.31%5.66%5.74%
20153-0.30%-0.37%-1.59%$10,365$10,396$10,091-0.24%-0.59%-0.80%-1.32%1.30%-1.59%
201541.41%1.33%0.95%$10,511$10,534$10,1870.36%4.53%3.64%1.28%-1.30%0.95%
201550.69%0.72%1.27%$10,584$10,610$10,317-0.33%0.06%0.43%1.18%1.37%1.27%
20156-2.11%-2.03%-1.93%$10,361$10,394$10,117-3.36%-3.16%-1.41%-2.24%-1.51%-1.93%
20157-0.98%-0.71%2.08%$10,260$10,321$10,328-4.66%-2.14%-0.32%1.02%-0.95%2.08%
20158-5.07%-5.12%-6.04%$9,740$9,792$9,704-3.90%-6.53%-4.60%-5.84%-4.84%-6.04%
20159-3.71%-3.69%-2.49%$9,379$9,431$9,462-4.96%-5.10%-3.73%-2.54%-3.58%-2.49%
2015106.59%6.79%8.42%$9,997$10,071$10,2594.74%8.35%5.91%7.65%6.63%8.42%
2015110.10%0.03%0.29%$10,007$10,074$10,289-1.99%-1.49%0.30%0.54%1.32%0.29%
201512-2.70%-2.81%-1.59%$9,736$9,790$10,125-5.56%-2.25%-0.58%-1.15%-4.90%-1.59%
20161-5.94%-5.99%-4.98%$9,158$9,203$9,621-7.21%-6.10%-5.86%-4.76%-6.37%-4.98%
201620.64%0.58%-0.15%$9,217$9,257$9,6075.96%-2.62%-1.52%0.10%1.50%-0.15%
201637.89%7.91%6.78%$9,944$9,989$10,2587.81%6.59%8.59%6.70%8.94%6.78%
201640.87%0.59%0.37%$10,030$10,047$10,296-3.92%0.43%2.05%1.52%2.10%0.37%
201650.53%0.71%1.78%$10,084$10,119$10,480-3.06%0.13%1.32%1.06%1.40%1.78%
20166-1.15%-1.38%0.25%$9,967$9,979$10,506-1.84%-5.74%-2.56%1.13%0.15%0.25%
201675.16%5.38%3.68%$10,482$10,516$10,8926.89%8.73%5.56%2.81%4.64%3.68%
201680.88%0.74%0.13%$10,574$10,594$10,9061.78%3.29%-0.32%0.68%0.73%0.13%
201690.84%0.95%0.01%$10,662$10,695$10,9070.02%0.92%3.13%-0.46%0.30%0.01%
201610-1.28%-1.46%-1.83%$10,526$10,538$10,707-2.20%3.95%-1.37%-1.09%-2.92%-1.83%
2016114.74%4.16%3.70%$11,025$10,977$11,1038.87%-1.93%-1.56%6.00%10.21%3.70%
2016122.21%2.01%1.96%$11,268$11,198$11,3210.67%2.61%1.76%2.73%2.86%1.96%
201711.68%2.03%1.88%$11,458$11,425$11,5340.44%3.34%3.98%0.49%0.65%1.88%
201722.43%2.53%3.96%$11,736$11,714$11,9921.57%4.08%1.56%3.58%2.01%3.96%
201730.51%0.76%0.10%$11,795$11,803$12,0040.82%2.26%2.20%-0.92%-0.72%0.10%
201741.43%1.69%1.02%$11,964$12,002$12,1261.38%3.70%3.04%-0.03%0.40%1.02%
20175-0.09%0.24%1.39%$11,953$12,031$12,295-2.88%2.73%2.53%0.06%-2.40%1.39%
201761.75%1.46%0.61%$12,163$12,206$12,3702.44%0.48%1.21%1.80%2.44%0.61%
201771.98%2.10%2.04%$12,403$12,463$12,6231.02%3.66%3.27%1.54%1.02%2.04%
20178-0.31%-0.12%0.29%$12,365$12,448$12,660-0.70%1.35%0.53%-0.47%-1.46%0.29%
201793.71%3.47%2.06%$12,823$12,881$12,9206.30%1.71%2.53%2.98%4.95%2.06%
2017101.31%1.43%2.32%$12,991$13,064$13,220-0.26%2.34%1.75%1.83%0.86%2.32%
2017113.35%3.24%3.06%$13,426$13,487$13,62410.20%-0.61%0.93%3.52%3.17%3.06%
2017121.88%1.75%1.10%$13,679$13,722$13,7743.27%2.40%2.42%1.65%0.50%1.10%
201813.85%4.10%5.71%$14,205$14,285$14,5615.37%3.24%4.23%4.71%1.93%5.71%
20182-4.07%-3.88%-3.69%$13,627$13,730$14,023-3.15%-2.61%-4.19%-4.44%-4.74%-3.69%
20183-1.17%-1.21%-2.56%$13,467$13,564$13,665-3.47%-1.60%-0.25%-2.45%0.82%-2.56%
201840.20%0.19%0.37%$13,495$13,591$13,716-1.49%0.34%0.75%0.42%0.40%0.37%
201851.13%1.58%2.39%$13,647$13,805$14,0443.09%-2.90%-1.27%0.61%4.52%2.39%
20186-0.32%-0.22%0.61%$13,603$13,774$14,1291.68%-2.03%-2.13%0.20%0.36%0.61%
201872.54%2.31%3.71%$13,949$14,092$14,6532.42%2.18%0.72%4.65%2.49%3.71%
201880.57%0.91%3.25%$14,029$14,221$15,1291.50%-2.92%-1.82%1.90%2.41%3.25%
20189-0.72%-0.74%0.55%$13,927$14,116$15,213-3.81%0.85%0.15%0.62%-1.67%0.55%
201810-8.06%-8.53%-6.85%$12,805$12,912$14,171-7.51%-10.27%-9.59%-4.98%-9.05%-6.85%
2018111.38%1.06%2.03%$12,982$13,049$14,4580.80%-2.56%0.35%3.27%2.35%2.03%
201812-9.49%-9.47%-9.04%$11,750$11,813$13,151-12.77%-6.16%-7.18%-9.12%-11.41%-9.04%
201919.92%10.18%8.00%$12,916$13,016$14,20414.55%11.89%8.08%6.95%11.16%8.00%
201922.66%2.74%3.20%$13,259$13,372$14,6581.89%1.97%1.86%2.86%3.99%3.20%
20193-0.84%-0.50%1.94%$13,148$13,306$14,942-1.51%-1.41%-0.45%0.57%-1.92%1.94%
201943.50%3.67%4.04%$13,608$13,794$15,5464.34%3.87%2.57%3.36%3.91%4.04%
20195-8.43%-8.43%-6.36%$12,461$12,631$14,556-13.99%-12.00%-5.99%-6.33%-8.13%-6.36%
201966.72%6.70%7.03%$13,299$13,477$15,5809.49%6.50%4.75%7.11%6.84%7.03%
20197-0.21%-0.06%1.43%$13,271$13,469$15,8021.37%-2.93%-2.08%0.83%0.75%1.43%
20198-4.17%-3.82%-1.59%$12,717$12,954$15,551-7.52%-3.08%-2.45%-2.97%-5.44%-1.59%
201994.24%3.82%1.86%$13,257$13,450$15,8406.45%6.66%3.05%3.46%3.98%1.86%
2019103.23%3.30%2.15%$13,685$13,893$16,1815.20%5.34%4.04%1.90%1.75%2.15%
2019112.62%2.66%3.62%$14,043$14,263$16,7673.23%1.31%2.10%3.44%2.48%3.62%
2019122.94%3.03%3.01%$14,457$14,695$17,2711.36%3.42%4.18%2.64%2.78%3.01%
20201-4.22%-3.60%-0.05%$13,847$14,166$17,262-6.34%-5.10%-5.14%-2.50%-3.37%-0.05%
20202-10.11%-9.73%-8.24%$12,447$12,788$15,840-11.34%-9.76%-9.86%-9.71%-10.18%-8.24%
20203-20.19%-19.48%-12.37%$9,934$10,297$13,880-28.02%-17.03%-17.41%-14.87%-25.08%-12.37%
2020411.76%12.30%12.81%$11,102$11,564$15,65916.12%9.10%9.97%10.67%13.11%12.81%
202054.68%5.15%4.76%$11,622$12,159$16,4034.56%6.32%5.81%2.88%4.80%4.76%
202061.06%1.79%1.98%$11,746$12,377$16,7282.48%0.91%1.26%-1.02%2.05%1.98%
202072.79%3.26%5.63%$12,074$12,781$17,6694.19%-1.78%2.32%3.74%3.29%5.63%
202085.35%6.11%7.18%$12,720$13,562$18,9374.24%8.24%6.85%4.18%4.63%7.18%
20209-1.83%-2.24%-3.81%$12,487$13,258$18,2150.77%-2.93%-0.70%-2.22%-3.71%-3.81%
202010-1.20%-1.42%-2.67%$12,337$13,071$17,729-3.02%-4.35%-2.58%-1.82%3.14%-2.67%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2Portfolio 3
Large-cap Value17.96%5.83%44.70%
Large-cap Growth2.10%13.88%55.19%
Mid-cap Value37.51%38.00%0.00%
Mid-cap Growth0.00%0.00%0.00%
Small-cap Value8.98%9.30%0.11%
Small-cap Growth0.00%0.00%0.00%
Global ex-US Developed Markets30.12%29.38%0.00%
Emerging Markets3.32%3.61%0.00%
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 Squared98.32%98.31%99.94%
Style analysis is based on monthly returns from Jan 2015 to Oct 2020 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 Style Analysis for Portfolio 1

Holdings Based Style Analysis for Portfolio 1
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
QVALAlpha Architect US Quantitative Val ETFMid-Cap Value15.00%0.49%13.75$11819.60%
IVALAlpha Architect Intl Quant Val ETFForeign Large Value10.00%0.59%12.39$68.779.62%
FNDCSchwab Fundamental Intl Sm Co ETFForeign Small/Mid Blend25.00%0.39%14.46$61221.92%
VTVVanguard Value ETFLarge Value25.00%0.04%18.60$98020.96%
VBRVanguard Small-Cap Value ETFSmall Value25.00%0.07%15.63$55927.90%
100.00%0.26%15.47$2,337100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
QVALAlpha Architect US Quantitative Val ETFMid-Cap Value15.00%0.49%13.75$12219.49%
IVALAlpha Architect Intl Quant Val ETFForeign Large Value10.00%0.59%12.39$64.939.67%
FNDCSchwab Fundamental Intl Sm Co ETFForeign Small/Mid Blend25.00%0.39%14.46$61722.03%
VFINXVanguard 500 Index InvestorLarge Blend25.00%0.14%25.27$1,69521.07%
VBRVanguard Small-Cap Value ETFSmall Value25.00%0.07%15.63$57227.74%
100.00%0.28%17.14$3,071100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 3

Holdings Based Style Analysis for Portfolio 3
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
VFINXVanguard 500 Index InvestorLarge Blend100.00%0.14%25.27$7,729100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Fund fundamentals data as of 11/27/2020. (c) 2020 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)0.42%0.50%0.91%
Arithmetic Mean (annualized)5.11%6.15%11.47%
Geometric Mean (monthly)0.30%0.38%0.82%
Geometric Mean (annualized)3.67%4.70%10.31%
Volatility (monthly)4.75%4.75%4.21%
Volatility (annualized)16.46%16.45%14.57%
Downside Deviation (monthly)3.57%3.49%2.73%
Max. Drawdown-31.29%-29.93%-19.63%
US Market Correlation0.950.961.00
Beta(*)1.051.060.97
Alpha (annualized)-6.19%-5.32%0.56%
R291.17%93.09%99.39%
Sharpe Ratio0.240.300.68
Sortino Ratio0.320.411.03
Treynor Ratio (%)3.854.7510.28
Calmar Ratio-0.050.000.52
Active Return-6.34%-5.31%0.31%
Tracking Error4.94%4.40%1.25%
Information Ratio-1.28-1.210.25
Skewness-1.25-1.12-0.45
Excess Kurtosis4.704.201.51
Historical Value-at-Risk (5%)-8.91%-8.95%-7.48%
Analytical Value-at-Risk (5%)-7.35%-7.27%-6.01%
Conditional Value-at-Risk (5%)-13.26%-12.89%-9.88%
Upside Capture Ratio (%)84.0187.5699.29
Downside Capture Ratio (%)115.07113.8397.29
Safe Withdrawal Rate22.82%22.92%24.31%
Perpetual Withdrawal Rate2.12%3.24%8.96%
Positive Periods43 out of 70 (61.43%)44 out of 70 (62.86%)50 out of 70 (71.43%)
Gain/Loss Ratio0.810.800.71
* 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
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 months-31.29%
2Feb 2018Dec 201811 monthsDec 20191 year1 year 11 months-17.28%
3Jun 2015Jan 20168 monthsSep 20168 months1 year 4 months-13.47%
4Jan 2015Jan 20151 monthFeb 20151 month2 months-2.01%
5Oct 2016Oct 20161 monthNov 20161 month2 months-1.28%
6Aug 2017Aug 20171 monthSep 20171 month2 months-0.31%
7Mar 2015Mar 20151 monthApr 20151 month2 months-0.30%
8May 2017May 20171 monthJun 20171 month2 months-0.09%

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 months-29.93%
2Feb 2018Dec 201811 monthsDec 20191 year1 year 11 months-17.30%
3Jun 2015Jan 20168 monthsSep 20168 months1 year 4 months-13.26%
4Jan 2015Jan 20151 monthFeb 20151 month2 months-1.74%
5Oct 2016Oct 20161 monthNov 20161 month2 months-1.46%
6Mar 2015Mar 20151 monthApr 20151 month2 months-0.37%
7Aug 2017Aug 20171 monthSep 20171 month2 months-0.12%

Drawdowns for Portfolio 3

Drawdowns for Portfolio 3 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 monthsJul 20204 months7 months-19.63%
2Oct 2018Dec 20183 monthsApr 20194 months7 months-13.55%
3Aug 2015Sep 20152 monthsMay 20168 months10 months-8.38%
4Sep 2020Oct 20202 months-6.38%
5May 2019May 20191 monthJun 20191 month2 months-6.36%
6Feb 2018Mar 20182 monthsJul 20184 months6 months-6.16%
7Jan 2015Jan 20151 monthFeb 20151 month2 months-3.02%
8Jun 2015Jun 20151 monthJul 20151 month2 months-1.93%
9Oct 2016Oct 20161 monthNov 20161 month2 months-1.83%
10Mar 2015Mar 20151 monthMay 20152 months3 months-1.59%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
QVALAlpha Architect US Quantitative Val ETF-0.08%22.63%25.59%-21.06%-42.00%0.070.090.88
IVALAlpha Architect Intl Quant Val ETF1.13%17.74%31.02%-22.50%-35.31%0.100.130.83
FNDCSchwab Fundamental Intl Sm Co ETF4.11%15.33%29.20%-19.13%-33.94%0.280.370.89
VTVVanguard Value ETF6.12%14.36%25.65%-12.38%-25.07%0.420.580.97
VBRVanguard Small-Cap Value ETF3.31%19.05%24.90%-15.58%-35.27%0.220.290.92
VFINXVanguard 500 Index Investor10.31%14.57%31.33%-4.52%-19.63%0.681.031.00

Monthly Correlations

Correlations for the portfolio assets
TickerNameQVALIVALFNDCVTVVBRVFINXPortfolio 1Portfolio 2Portfolio 3
QVALAlpha Architect US Quantitative Val ETF1.000.800.840.900.930.860.950.950.86
IVALAlpha Architect Intl Quant Val ETF0.801.000.940.810.780.830.890.900.83
FNDCSchwab Fundamental Intl Sm Co ETF0.840.941.000.870.850.880.940.950.88
VTVVanguard Value ETF0.900.810.871.000.930.960.960.960.96
VBRVanguard Small-Cap Value ETF0.930.780.850.931.000.900.970.960.90
VFINXVanguard 500 Index Investor0.860.830.880.960.901.000.940.951.00

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
QVALAlpha Architect US Quantitative Val ETF$118$122
IVALAlpha Architect Intl Quant Val ETF$68.77$64.93
FNDCSchwab Fundamental Intl Sm Co ETF$612$617
VTVVanguard Value ETF$980
VBRVanguard Small-Cap Value ETF$559$572
VFINXVanguard 500 Index Investor$1,695$7,729

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
QVALAlpha Architect US Quantitative Val ETF19.60%19.49%
IVALAlpha Architect Intl Quant Val ETF9.62%9.67%
FNDCSchwab Fundamental Intl Sm Co ETF21.92%22.03%
VTVVanguard Value ETF20.96%
VBRVanguard Small-Cap Value ETF27.90%27.74%
VFINXVanguard 500 Index Investor21.07%100.00%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2Portfolio 3
AverageHighLowAverageHighLowAverageHighLow
1 year8.68%23.03%-14.10%9.06%24.40%-13.92%12.31%31.33%-4.52%
3 years8.71%11.01%6.47%9.02%11.12%6.46%11.83%15.12%9.11%
5 years7.65%7.65%7.65%8.00%8.00%8.00%11.55%11.55%11.55%
Result statistics are based on annualized rolling returns over full calendar year periods