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 Assets 
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Portfolio Analysis Results (Jan 2010 - Dec 2017)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
VTI Vanguard Total Stock Market ETF 40.00%
VEU Vanguard FTSE All-Wld ex-US ETF 40.00%
VFIUX Vanguard Interm-Term Treasury Adm 20.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
VTI Vanguard Total Stock Market ETF 17.00%
VBR Vanguard Small-Cap Value ETF 17.00%
VTRIX Vanguard International Value Inv 17.00%
VSS Vanguard FTSE All-Wld ex-US SmCp ETF 17.00%
VFIUX Vanguard Interm-Term Treasury Adm 32.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$19,627 8.79% 10.45%19.78%-3.24%-16.09% 0.841.380.95
Portfolio 2$10,000$19,139 8.45% 9.00%17.53%-3.20%-13.78% 0.931.550.95
   

Trailing Returns

Trailing Returns
NameAnnualized ReturnAnnualized Volatility
3 Month1 year3 year5 yearFull3 year5 year
Portfolio 14.48%19.78%8.21%9.33%8.79%8.03%7.95%
Portfolio 23.66%16.10%7.46%8.55%8.45%6.59%6.88%
Trailing annualized return and volatility are for full months ending in December 2017 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.
  • 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 annual rebalancing of portfolio assets to match the specified allocation
Annual returns for the configured portfolios
YearInflationPortfolio 1Portfolio 2Vanguard Total Stock Market ETF (VTI)Vanguard FTSE All-Wld ex-US ETF (VEU)Vanguard Interm-Term Treasury Adm (VFIUX)Vanguard Small-Cap Value ETF (VBR)Vanguard International Value Inv (VTRIX)Vanguard FTSE All-Wld ex-US SmCp ETF (VSS)
ReturnBalanceReturnBalance
20101.50%13.19%$11,31915.22%$11,52217.42%11.81%7.48%25.10%7.31%25.60%
20112.96%-3.24%$10,952-3.20%$11,1530.97%-14.02%9.91%-4.23%-14.58%-19.63%
20121.74%14.70%$12,56213.86%$12,70016.45%18.90%2.78%18.98%20.18%20.73%
20131.50%18.45%$14,88017.53%$14,92633.45%14.18%-2.99%36.55%22.15%16.60%
20140.76%4.09%$15,4883.35%$15,42512.54%-4.54%4.42%10.55%-6.69%-5.06%
20150.73%-1.45%$15,264-1.33%$15,2200.36%-4.78%1.61%-4.76%-6.44%-0.01%
20162.07%7.35%$16,3868.31%$16,48412.83%4.91%1.29%24.90%4.46%4.26%
20172.11%19.78%$19,62716.10%$19,13921.21%27.39%1.67%11.80%27.96%30.60%
Monthly returns for the configured portfolios
YearMonthPortfolio 1Portfolio 2Vanguard Total Stock Market ETF (VTI)Vanguard FTSE All-Wld ex-US ETF (VEU)Vanguard Interm-Term Treasury Adm (VFIUX)Vanguard Small-Cap Value ETF (VBR)Vanguard International Value Inv (VTRIX)Vanguard FTSE All-Wld ex-US SmCp ETF (VSS)
ReturnBalanceReturnBalance
20101-3.33%$9,667-1.87%$9,813-3.57%-5.76%1.98%-2.99%-5.00%-3.14%
201021.97%$9,8571.60%$9,9703.44%1.31%0.41%5.01%-0.21%0.45%
201035.01%$10,3514.61%$10,4306.40%6.72%-0.90%8.20%7.06%7.55%
201040.45%$10,3971.63%$10,6002.18%-1.76%1.24%6.23%-2.57%1.02%
20105-7.12%$9,657-6.18%$9,945-7.88%-10.90%1.86%-7.95%-11.69%-12.02%
20106-2.46%$9,420-2.27%$9,719-5.83%-1.34%2.08%-8.16%-2.32%-0.80%
201077.07%$10,0866.19%$10,3207.02%10.76%1.08%7.46%11.26%10.40%
20108-2.78%$9,806-2.15%$10,098-4.71%-3.43%2.01%-6.66%-3.58%-1.90%
201097.85%$10,5767.02%$10,8069.45%10.60%0.37%10.43%10.00%12.33%
2010103.11%$10,9042.83%$11,1124.03%3.59%0.46%3.60%3.60%4.68%
201011-1.62%$10,728-1.03%$10,9980.51%-4.10%-0.97%2.28%-4.45%-2.72%
2010125.51%$11,3194.76%$11,5226.96%8.12%-2.28%7.69%7.70%9.90%
201111.20%$11,4550.70%$11,6032.05%0.80%0.30%0.60%1.68%-0.76%
201122.50%$11,7412.06%$11,8423.70%2.74%-0.42%4.70%2.72%1.74%
201130.06%$11,7480.09%$11,8530.42%-0.22%-0.11%1.47%-2.47%1.34%
201143.67%$12,1793.19%$12,2312.90%5.45%1.61%2.34%5.31%5.15%
20115-1.38%$12,011-0.90%$12,120-1.06%-3.17%1.78%-2.12%-3.04%-2.12%
20116-1.20%$11,867-1.31%$11,962-1.79%-1.09%-0.15%-2.08%-1.38%-2.08%
20117-1.43%$11,697-0.79%$11,867-2.27%-2.37%2.19%-3.32%-1.70%-1.41%
20118-5.24%$11,085-4.58%$11,323-6.09%-8.47%2.71%-8.19%-9.31%-8.95%
20119-7.81%$10,219-6.87%$10,545-7.57%-13.01%0.74%-10.64%-11.08%-14.93%
2011108.57%$11,0956.97%$11,28011.37%11.49%-0.41%14.43%10.82%9.32%
201111-1.04%$10,980-0.80%$11,190-0.37%-2.57%0.30%-0.14%-2.52%-2.83%
201112-0.25%$10,952-0.33%$11,1530.98%-2.43%1.01%0.82%-2.76%-3.92%
201214.94%$11,4935.07%$11,7185.07%6.86%0.81%6.97%7.21%9.01%
201223.73%$11,9213.01%$12,0714.22%5.31%-0.65%2.55%5.29%6.42%
201230.72%$12,0070.40%$12,1203.06%-0.90%-0.78%2.41%-0.57%-1.13%
20124-0.72%$11,920-0.51%$12,057-0.64%-1.81%1.51%-0.99%-2.41%-1.37%
20125-6.92%$11,095-5.71%$11,369-6.23%-11.40%1.25%-6.31%-11.18%-10.99%
201264.14%$11,5543.16%$11,7284.05%6.52%-0.21%4.47%6.37%4.19%
201270.72%$11,6370.53%$11,7900.88%0.49%0.87%-0.43%1.09%0.00%
201282.18%$11,8911.96%$12,0222.70%2.65%0.11%2.99%2.40%3.11%
201292.40%$12,1772.40%$12,3102.49%3.49%-0.05%2.80%3.58%5.11%
201210-0.51%$12,115-0.43%$12,257-1.81%0.77%-0.31%-0.70%0.78%-0.17%
2012111.16%$12,2551.19%$12,4030.77%1.80%0.63%1.01%2.65%1.33%
2012122.50%$12,5622.39%$12,7001.29%5.06%-0.40%3.34%4.69%4.97%
201312.99%$12,9382.96%$13,0765.42%2.43%-0.73%6.46%3.91%3.03%
201320.11%$12,9520.41%$13,1301.28%-1.39%0.72%1.62%-1.60%-0.23%
201331.93%$13,2021.76%$13,3613.95%0.62%0.28%4.56%-0.09%1.10%
201342.27%$13,5021.73%$13,5931.61%3.75%0.72%0.09%4.80%2.47%
20135-0.62%$13,419-0.21%$13,5642.44%-3.31%-1.83%3.11%-1.38%-2.50%
20136-2.29%$13,112-2.28%$13,255-1.43%-3.58%-1.61%-1.27%-3.28%-4.53%
201374.30%$13,6764.16%$13,8065.75%4.70%0.14%6.85%5.62%5.18%
20138-2.27%$13,365-2.08%$13,519-3.03%-1.99%-1.01%-4.17%-1.52%-1.00%
201394.85%$14,0144.63%$14,1453.90%7.58%1.48%5.30%7.49%7.32%
2013103.24%$14,4683.02%$14,5724.27%3.33%0.49%3.92%4.27%3.57%
2013111.30%$14,6561.05%$14,7252.70%0.34%-0.13%2.93%0.59%-0.52%
2013121.53%$14,8801.36%$14,9262.73%1.47%-1.48%2.74%2.00%2.17%
20141-3.25%$14,396-1.80%$14,657-3.17%-5.80%1.67%-2.78%-5.19%-2.59%
201424.19%$14,9993.80%$15,2144.87%5.63%0.22%4.97%5.28%7.17%
201430.27%$15,0390.04%$15,2200.51%0.46%-0.59%1.31%0.11%-0.56%
201440.71%$15,1450.30%$15,2660.06%1.47%0.50%-1.13%0.91%1.02%
201451.82%$15,4201.58%$15,5072.10%1.92%1.04%1.64%2.26%1.33%
201461.70%$15,6831.85%$15,7942.62%1.68%-0.12%4.32%1.79%2.31%
20147-1.47%$15,452-2.18%$15,449-1.99%-1.47%-0.38%-4.79%-2.14%-3.02%
201482.28%$15,8052.17%$15,7844.15%1.01%1.04%5.12%0.03%1.46%
20149-2.91%$15,345-3.23%$15,274-2.10%-4.88%-0.65%-5.54%-3.70%-6.27%
2014101.44%$15,5661.38%$15,4852.75%0.20%1.13%4.85%-0.30%-1.49%
2014111.09%$15,7350.53%$15,5672.48%-0.32%0.85%1.10%-0.49%-1.89%
201412-1.57%$15,488-0.91%$15,425-0.04%-3.96%-0.34%1.79%-4.93%-2.02%
20151-0.56%$15,401-0.43%$15,360-2.74%-0.02%2.71%-3.30%-0.94%-0.62%
201524.27%$16,0593.52%$15,9015.74%5.85%-1.58%5.66%6.45%6.28%
20153-0.88%$15,917-0.18%$15,873-1.16%-1.41%0.77%1.30%-1.20%-1.34%
201542.13%$16,2561.61%$16,1290.62%4.74%-0.20%-1.30%4.86%5.58%
201550.05%$16,2640.31%$16,1791.30%-1.04%-0.11%1.37%-0.73%0.18%
20156-1.96%$15,946-1.65%$15,912-1.67%-2.81%-0.73%-1.51%-2.77%-2.27%
201570.72%$16,061-0.15%$15,8881.70%-0.29%0.85%-0.95%-0.14%-2.92%
20158-5.57%$15,166-4.18%$15,224-6.09%-7.75%-0.03%-4.84%-7.72%-5.68%
20159-2.51%$14,786-2.09%$14,905-2.92%-4.04%1.20%-3.58%-6.03%-2.32%
2015105.63%$15,6184.18%$15,5297.91%6.69%-0.46%6.63%7.16%4.70%
201511-0.35%$15,5630.02%$15,5320.60%-1.32%-0.38%1.32%-1.32%0.21%
201512-1.92%$15,264-2.01%$15,220-2.13%-2.52%-0.37%-4.90%-3.10%-1.08%
20161-4.06%$14,645-3.36%$14,708-5.72%-5.60%2.37%-6.37%-5.44%-6.70%
20162-0.79%$14,5290.22%$14,740-0.01%-2.44%0.83%1.50%-2.31%0.46%
201636.08%$15,4135.20%$15,5067.11%8.31%0.23%8.94%7.69%7.30%
201641.07%$15,5781.36%$15,7170.66%2.11%-0.12%2.10%2.52%3.02%
201650.33%$15,6300.12%$15,7361.73%-0.79%-0.20%1.40%-1.70%-0.36%
201660.24%$15,6680.28%$15,7800.27%-0.72%2.05%0.15%-0.64%-2.04%
201673.28%$16,1812.93%$16,2423.98%4.25%0.05%4.64%3.65%4.96%
201680.22%$16,216-0.04%$16,2350.21%0.69%-0.72%0.73%0.65%-0.52%
201690.77%$16,3410.94%$16,3880.21%1.58%0.29%0.30%1.64%2.90%
201610-1.71%$16,062-1.90%$16,076-2.19%-1.69%-0.73%-2.92%-1.64%-2.95%
2016110.43%$16,1321.21%$16,2704.49%-2.13%-2.64%10.21%-0.99%-2.17%
2016121.58%$16,3861.32%$16,4841.98%1.93%-0.04%2.86%1.55%1.07%
201712.46%$16,7902.02%$16,8171.86%4.14%0.31%0.65%3.97%4.80%
201722.06%$17,1351.52%$17,0723.69%1.26%0.40%2.01%0.82%1.63%
201731.24%$17,3480.89%$17,2250.06%2.99%0.07%-0.72%3.09%2.57%
201741.43%$17,5971.44%$17,4731.06%2.09%0.78%0.40%2.62%2.76%
201751.78%$17,9090.94%$17,6371.01%3.05%0.60%-2.40%3.38%2.08%
201760.50%$17,9990.57%$17,7370.95%0.51%-0.47%2.44%-0.30%1.19%
201772.24%$18,4011.94%$18,0821.88%3.38%0.43%1.02%3.66%3.62%
201780.49%$18,4910.22%$18,1210.15%0.64%0.87%-1.46%-0.05%0.94%
201791.59%$18,7851.89%$18,4632.44%1.84%-0.83%4.95%3.01%2.05%
2017101.66%$19,0960.99%$18,6452.17%1.95%-0.20%0.86%1.37%1.48%
2017111.41%$19,3661.39%$18,9033.03%0.63%-0.38%3.17%1.55%0.87%
2017121.35%$19,6271.25%$19,1391.16%2.05%0.08%0.50%1.90%3.09%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2
Large-cap Value11.39%1.39%
Large-cap Growth19.13%7.72%
Mid-cap Value4.41%12.98%
Mid-cap Growth1.85%3.31%
Small-cap Value1.78%8.64%
Small-cap Growth1.12%0.00%
Global ex-US Developed Markets30.19%26.59%
Emerging Markets10.16%7.07%
Corporate Bonds3.67%4.25%
Long-Term Treasuries0.00%0.00%
Intermediate-Term Treasuries7.60%13.56%
Short-Term Treasuries8.70%14.50%
R Squared99.86%99.05%
Style analysis is based on monthly returns from January 2010 to December 2017 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
TickerNameCategoryWeightYieldFeesP/EDurationReturn ContributionRisk Contribution
VTIVanguard Total Stock Market ETFLarge Blend40.00%1.28%0.03%24.25$6,08544.61%
VEUVanguard FTSE All-Wld ex-US ETFForeign Large Blend40.00%2.45%0.08%14.50$2,90757.28%
VFIUXVanguard Interm-Term Treasury AdmIntermediate Government20.00%0.94%0.10%4.94$635-1.90%
100.00%1.68%0.06%19.374.94$9,627100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightYieldFeesP/EDurationReturn ContributionRisk Contribution
VTIVanguard Total Stock Market ETFLarge Blend17.00%1.28%0.03%24.25$2,60321.89%
VBRVanguard Small-Cap Value ETFSmall Value17.00%1.67%0.07%14.72$2,61125.66%
VTRIXVanguard International Value InvForeign Large Value17.00%1.49%0.35%19.25$1,26027.66%
VSSVanguard FTSE All-Wld ex-US SmCp ETFForeign Small/Mid Blend17.00%2.34%0.11%14.74$1,64128.00%
VFIUXVanguard Interm-Term Treasury AdmIntermediate Government32.00%0.94%0.10%4.94$1,024-3.21%
100.00%1.45%0.13%18.244.94$9,139100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 10/21/2021. (c) 2021 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 2
Arithmetic Mean (monthly)0.75%0.71%
Arithmetic Mean (annualized)9.38%8.88%
Geometric Mean (monthly)0.70%0.68%
Geometric Mean (annualized)8.79%8.45%
Volatility (monthly)3.02%2.60%
Volatility (annualized)10.45%9.00%
Downside Deviation (monthly)1.83%1.55%
Max. Drawdown-16.09%-13.78%
US Market Correlation0.950.95
Beta(*)0.800.69
Alpha (annualized)-2.03%-0.92%
R290.04%89.39%
Sharpe Ratio0.840.93
Sortino Ratio1.381.55
Treynor Ratio (%)10.9812.13
Calmar Ratio0.770.82
Active Return-5.02%-5.36%
Tracking Error4.11%4.85%
Information Ratio-1.22-1.11
Skewness-0.25-0.26
Excess Kurtosis0.870.84
Historical Value-at-Risk (5%)-4.35%-3.57%
Analytical Value-at-Risk (5%)-4.25%-3.61%
Conditional Value-at-Risk (5%)-6.53%-5.50%
Upside Capture Ratio (%)73.4764.57
Downside Capture Ratio (%)88.7373.65
Safe Withdrawal Rate16.38%16.45%
Perpetual Withdrawal Rate6.55%6.25%
Positive Periods64 out of 96 (66.67%)64 out of 96 (66.67%)
Gain/Loss Ratio0.961.03
* 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
1May 2011Sep 20115 monthsNov 20121 year 2 months1 year 7 months-16.09%
2Jun 2015Feb 20169 monthsSep 20167 months1 year 4 months-10.67%
3May 2010Jun 20102 monthsSep 20103 months5 months-9.40%
4Jan 2010Jan 20101 monthMar 20102 months3 months-3.33%
5Jan 2014Jan 20141 monthFeb 20141 month2 months-3.25%
6Sep 2014Sep 20141 monthFeb 20155 months6 months-2.91%
7May 2013Jun 20132 monthsJul 20131 month3 months-2.89%
8Aug 2013Aug 20131 monthSep 20131 month2 months-2.27%
9Oct 2016Oct 20161 monthDec 20162 months3 months-1.71%
10Nov 2010Nov 20101 monthDec 20101 month2 months-1.62%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1May 2011Sep 20115 monthsSep 20121 year1 year 5 months-13.78%
2Jun 2015Jan 20168 monthsJul 20166 months1 year 2 months-9.09%
3May 2010Jun 20102 monthsSep 20103 months5 months-8.31%
4Jul 2014Sep 20143 monthsFeb 20155 months8 months-3.29%
5May 2013Jun 20132 monthsJul 20131 month3 months-2.49%
6Aug 2013Aug 20131 monthSep 20131 month2 months-2.08%
7Oct 2016Oct 20161 monthDec 20162 months3 months-1.90%
8Jan 2010Jan 20101 monthMar 20102 months3 months-1.87%
9Jan 2014Jan 20141 monthFeb 20141 month2 months-1.80%
10Nov 2010Nov 20101 monthDec 20101 month2 months-1.03%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VTIVanguard Total Stock Market ETF13.97%12.43%33.45%0.36%-17.58%1.101.921.00
VEUVanguard FTSE All-Wld ex-US ETF5.93%15.55%27.39%-14.02%-25.55%0.440.660.86
VFIUXVanguard Interm-Term Treasury Adm3.20%3.61%9.91%-2.99%-4.26%0.831.49-0.41
VBRVanguard Small-Cap Value ETF14.05%15.32%36.55%-4.76%-23.99%0.921.580.95
VTRIXVanguard International Value Inv5.80%15.62%27.96%-14.58%-24.20%0.430.650.86
VSSVanguard FTSE All-Wld ex-US SmCp ETF7.90%15.84%30.60%-19.63%-26.81%0.550.850.83

Monthly Correlations

Correlations for the portfolio assets
TickerNameVTIVEUVFIUXVBRVTRIXVSSPortfolio 1Portfolio 2
VTIVanguard Total Stock Market ETF1.000.86-0.410.950.860.830.950.95
VEUVanguard FTSE All-Wld ex-US ETF0.861.00-0.260.770.990.960.970.96
VFIUXVanguard Interm-Term Treasury Adm-0.41-0.261.00-0.43-0.29-0.25-0.28-0.25
VBRVanguard Small-Cap Value ETF0.950.77-0.431.000.770.770.870.90
VTRIXVanguard International Value Inv0.860.99-0.290.771.000.950.970.95
VSSVanguard FTSE All-Wld ex-US SmCp ETF0.830.96-0.250.770.951.000.940.95

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2
VTIVanguard Total Stock Market ETF$6,085$2,603
VEUVanguard FTSE All-Wld ex-US ETF$2,907
VFIUXVanguard Interm-Term Treasury Adm$635$1,024
VBRVanguard Small-Cap Value ETF$2,611
VTRIXVanguard International Value Inv$1,260
VSSVanguard FTSE All-Wld ex-US SmCp ETF$1,641

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2
VTIVanguard Total Stock Market ETF44.61%21.89%
VEUVanguard FTSE All-Wld ex-US ETF57.28%
VFIUXVanguard Interm-Term Treasury Adm-1.90%-3.21%
VBRVanguard Small-Cap Value ETF25.66%
VTRIXVanguard International Value Inv27.66%
VSSVanguard FTSE All-Wld ex-US SmCp ETF28.00%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2
AverageHighLowAverageHighLow
1 year8.97%25.98%-9.53%8.39%23.08%-7.30%
3 years8.19%14.51%3.25%7.76%13.15%3.33%
5 years8.19%11.10%4.35%7.76%10.36%4.48%
7 years8.50%9.69%7.31%8.00%8.97%7.40%