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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Asset 5
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Asset 6
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Portfolio Analysis Results (Jan 2012 - Dec 2019)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
VTI Vanguard Total Stock Market ETF 32.00%
VIOV Vanguard S&P Small-Cap 600 Value ETF 16.00%
VSS Vanguard FTSE All-Wld ex-US SmCp ETF 16.00%
VWO Vanguard FTSE Emerging Markets ETF 16.00%
BLV Vanguard Long-Term Bond ETF 20.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
VTI Vanguard Total Stock Market ETF 48.00%
VXUS Vanguard Total International Stock ETF 32.00%
BND Vanguard Total Bond Market ETF 20.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$21,535 10.06% 9.55%24.26%-9.87%-12.98% 0.981.570.93
Portfolio 2$10,000$21,376 9.96% 9.03%23.45%-7.14%-10.80% 1.031.630.96
   
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
  • Drawdowns are calculated based on monthly returns excluding cashflows
  • The backtested results assume annual rebalancing of portfolio assets to match the specified allocation
Annual returns for the configured portfolios
YearInflationReturnBalanceVanguard Total Stock Market ETF (VTI)Vanguard S&P Small-Cap 600 Value ETF (VIOV)Vanguard FTSE All-Wld ex-US SmCp ETF (VSS)Vanguard FTSE Emerging Markets ETF (VWO)Vanguard Long-Term Bond ETF (BLV)Vanguard Total International Stock ETF (VXUS)Vanguard Total Bond Market ETF (BND)
Portfolio 1Portfolio 2Portfolio 1Portfolio 2
20121.74%15.98%14.48%$11,598$11,44816.45%17.61%20.73%19.20%7.57%18.61%3.16%
20131.50%17.11%20.31%$13,582$13,77433.45%39.50%16.60%-4.92%-8.95%14.61%-2.10%
20140.76%8.44%5.67%$14,728$14,55412.54%7.42%-5.06%-0.07%20.27%-4.74%5.82%
20150.73%-4.21%-1.05%$14,108$14,4010.36%-6.23%-0.01%-15.81%-4.00%-4.19%0.56%
20162.07%12.91%8.20%$15,930$15,58212.83%30.05%4.26%12.21%6.83%4.81%2.52%
20172.11%20.71%19.68%$19,229$18,64821.21%11.53%30.60%31.48%10.74%27.45%3.57%
20181.91%-9.87%-7.14%$17,330$17,316-5.21%-12.84%-18.47%-14.77%-4.17%-14.43%-0.12%
20192.29%24.26%23.45%$21,535$21,37630.67%24.43%21.36%20.76%18.99%21.75%8.83%
Monthly returns for the configured portfolios
YearMonthReturnBalanceVanguard Total Stock Market ETF (VTI)Vanguard S&P Small-Cap 600 Value ETF (VIOV)Vanguard FTSE All-Wld ex-US SmCp ETF (VSS)Vanguard FTSE Emerging Markets ETF (VWO)Vanguard Long-Term Bond ETF (BLV)Vanguard Total International Stock ETF (VXUS)Vanguard Total Bond Market ETF (BND)
Portfolio 1Portfolio 2Portfolio 1Portfolio 2
201216.04%4.91%$10,604$10,4915.07%6.68%9.01%10.78%0.91%7.33%0.63%
201223.54%3.53%$10,980$10,8614.22%2.38%6.42%5.43%-0.74%4.56%0.04%
201230.36%1.21%$11,019$10,9923.06%3.40%-1.13%-2.60%-2.88%-0.54%-0.51%
20124-0.55%-0.79%$10,958$10,905-0.64%-2.29%-1.37%-2.09%3.45%-2.08%1.10%
20125-5.87%-6.37%$10,316$10,210-6.23%-7.36%-10.99%-10.67%4.94%-10.83%0.93%
201263.38%3.84%$10,664$10,6034.05%4.53%4.19%5.02%-0.43%5.97%0.07%
201271.07%0.77%$10,778$10,6840.88%-0.64%0.00%0.20%4.31%0.31%1.23%
201281.90%2.18%$10,983$10,9162.70%4.00%3.11%0.25%-0.69%2.60%0.16%
201292.88%2.34%$11,299$11,1722.49%3.68%5.11%5.31%-0.75%3.41%0.18%
201210-1.04%-0.66%$11,182$11,098-1.81%-2.61%-0.17%-0.55%0.48%0.81%-0.10%
2012111.02%1.09%$11,295$11,2190.77%1.67%1.33%1.28%0.41%2.06%0.27%
2012122.68%2.04%$11,598$11,4481.29%3.76%4.97%7.06%-1.37%4.88%-0.88%
201312.47%3.23%$11,885$11,8185.42%5.15%3.03%0.07%-2.91%2.40%-0.69%
201320.65%0.37%$11,962$11,8621.28%1.79%-0.23%-2.36%1.80%-1.14%0.54%
201331.87%2.26%$12,186$12,1303.95%4.15%1.10%-1.27%-0.57%0.93%0.08%
201341.95%2.08%$12,423$12,3821.61%-0.09%2.47%2.00%3.94%3.50%1.01%
20135-0.63%-0.17%$12,345$12,3612.44%4.70%-2.50%-5.07%-5.75%-3.30%-1.93%
20136-2.68%-2.12%$12,014$12,099-1.43%-0.04%-4.53%-5.33%-3.99%-3.57%-1.65%
201373.92%4.42%$12,484$12,6345.75%6.23%5.18%0.70%-0.64%4.62%0.38%
20138-2.50%-2.32%$12,172$12,341-3.03%-3.12%-1.00%-3.43%-1.34%-1.95%-0.86%
201394.74%4.48%$12,750$12,8943.90%6.27%7.32%7.27%0.60%7.51%1.11%
2013103.70%3.49%$13,221$13,3444.27%3.49%3.57%4.34%2.33%3.67%0.86%
2013111.22%1.40%$13,382$13,5302.70%4.08%-0.52%-0.93%-1.77%0.13%-0.29%
2013121.50%1.80%$13,582$13,7742.73%1.60%2.17%-0.28%-0.62%1.52%-0.64%
20141-2.38%-2.94%$13,259$13,369-3.17%-3.72%-2.59%-8.43%4.96%-5.40%1.55%
201424.21%4.17%$13,817$13,9274.87%5.19%7.17%3.24%1.00%5.59%0.47%
201431.08%0.36%$13,967$13,9770.51%0.87%-0.56%4.62%0.90%0.49%-0.17%
201440.43%0.59%$14,027$14,0600.06%-2.46%1.02%0.89%2.41%1.26%0.80%
201451.93%1.84%$14,298$14,3182.10%0.86%1.33%3.10%2.07%1.93%1.05%
201462.32%1.88%$14,631$14,5882.62%3.77%2.31%3.17%0.22%1.89%0.08%
20147-1.69%-1.57%$14,384$14,358-1.99%-5.01%-3.02%1.37%-0.01%-1.73%-0.28%
201483.66%2.60%$14,910$14,7314.15%4.32%1.46%3.84%3.98%1.16%1.14%
20149-4.22%-2.71%$14,281$14,332-2.10%-5.83%-6.27%-7.18%-2.49%-5.01%-0.57%
2014102.46%1.47%$14,633$14,5432.75%6.95%-1.49%2.23%1.92%-0.08%0.72%
2014110.92%1.25%$14,767$14,7252.48%1.25%-1.89%-1.10%1.70%-0.51%0.83%
201412-0.26%-1.16%$14,728$14,554-0.04%1.94%-2.02%-4.69%2.14%-3.87%0.06%
20151-0.55%-0.75%$14,647$14,446-2.74%-5.36%-0.62%-0.20%6.56%0.27%2.40%
201523.56%4.30%$15,168$15,0675.74%5.92%6.28%4.66%-4.16%5.78%-1.31%
20153-0.65%-0.93%$15,070$14,926-1.16%0.92%-1.34%-2.05%0.66%-1.49%0.55%
201541.53%1.80%$15,301$15,1940.62%-1.64%5.58%7.41%-2.47%4.81%-0.32%
20155-0.49%0.21%$15,227$15,2261.30%0.88%0.18%-3.55%-2.38%-0.91%-0.50%
20156-1.95%-1.92%$14,930$14,934-1.67%0.26%-2.27%-2.54%-3.43%-2.73%-1.11%
20157-0.87%0.80%$14,799$15,0531.70%-2.99%-2.92%-6.26%3.07%-0.56%0.88%
20158-5.37%-5.39%$14,005$14,242-6.09%-4.34%-5.68%-9.86%-1.11%-7.43%-0.25%
20159-2.16%-2.45%$13,703$13,892-2.92%-3.83%-2.32%-2.88%1.02%-3.85%0.81%
2015105.24%5.72%$14,421$14,6877.91%6.35%4.70%5.29%0.68%6.25%0.03%
2015110.14%-0.20%$14,441$14,6580.60%2.63%0.21%-2.30%-0.86%-1.32%-0.39%
201512-2.31%-1.75%$14,108$14,401-2.13%-4.34%-1.08%-3.44%-1.18%-2.17%-0.18%
20161-4.44%-4.25%$13,481$13,788-5.72%-6.79%-6.70%-5.75%2.34%-5.45%1.20%
201620.83%-0.60%$13,593$13,705-0.01%2.28%0.46%-0.32%2.11%-2.46%0.85%
201637.54%6.15%$14,617$14,5497.11%9.40%7.30%12.72%3.23%8.33%0.88%
201641.44%1.08%$14,827$14,7060.66%2.25%3.02%1.01%1.12%2.16%0.40%
201650.02%0.51%$14,830$14,7821.73%0.35%-0.36%-3.24%0.07%-0.98%-0.01%
201661.70%0.26%$15,082$14,8200.27%0.56%-2.04%4.93%5.14%-0.90%2.02%
201674.26%3.45%$15,724$15,3313.98%5.28%4.96%5.14%2.73%4.52%0.60%
201680.24%0.18%$15,763$15,3590.21%1.20%-0.52%0.78%-0.31%0.45%-0.31%
201690.84%0.66%$15,895$15,4600.21%1.15%2.90%2.05%-0.89%1.70%0.11%
201610-2.44%-1.85%$15,508$15,173-2.19%-4.41%-2.95%0.32%-3.07%-1.91%-0.94%
2016111.28%1.01%$15,706$15,3274.49%13.74%-2.17%-4.05%-6.30%-2.01%-2.57%
2016121.42%1.66%$15,930$15,5821.98%3.13%1.07%-0.74%0.98%1.96%0.33%
201712.21%2.23%$16,281$15,9291.86%-1.16%4.80%5.76%0.56%4.08%0.19%
201722.40%2.32%$16,672$16,3003.69%1.47%1.63%2.25%1.80%1.34%0.62%
201730.66%0.99%$16,783$16,4600.06%-0.70%2.57%2.84%-0.70%3.00%-0.04%
201741.45%1.34%$17,026$16,6811.06%0.57%2.76%1.56%1.58%2.05%0.80%
201750.86%1.60%$17,173$16,9471.01%-2.30%2.08%0.99%1.90%2.96%0.71%
201761.32%0.67%$17,400$17,0620.95%3.43%1.19%0.85%0.89%0.63%0.05%
201772.27%2.10%$17,796$17,4201.88%0.55%3.62%5.34%0.39%3.37%0.40%
201780.70%0.41%$17,919$17,4920.15%-2.95%0.94%3.00%2.08%0.54%0.86%
201792.09%1.71%$18,293$17,7922.44%8.61%2.05%-0.49%-0.84%1.88%-0.47%
2017101.46%1.72%$18,560$18,0992.17%0.62%1.48%2.43%0.02%2.03%-0.03%
2017111.73%1.65%$18,881$18,3983.03%3.57%0.87%-0.34%0.75%0.63%-0.11%
2017121.85%1.36%$19,229$18,6481.16%-0.23%3.09%3.70%1.87%2.07%0.54%
201813.57%4.09%$19,915$19,4125.23%1.54%4.43%8.56%-2.17%5.72%-1.24%
20182-4.00%-3.73%$19,119$18,688-3.76%-3.63%-4.43%-5.36%-3.14%-5.24%-1.04%
20183-0.21%-0.94%$19,079$18,513-1.95%0.86%0.24%-0.21%1.51%-0.38%0.69%
20184-0.37%0.19%$19,008$18,5490.45%1.81%0.31%-2.77%-2.05%0.46%-0.85%
201851.65%0.92%$19,321$18,7192.72%5.71%-0.13%-2.34%1.28%-1.64%0.68%
20186-0.93%-0.34%$19,142$18,6570.70%0.86%-2.80%-4.79%-0.59%-2.14%-0.04%
201872.37%2.42%$19,595$19,1093.32%2.58%0.96%3.98%0.42%2.55%-0.04%
201880.87%1.10%$19,765$19,3193.43%3.05%-1.72%-4.19%0.48%-2.40%0.67%
20189-1.17%0.06%$19,535$19,3310.20%-3.07%-1.74%-1.35%-1.27%0.21%-0.55%
201810-7.51%-6.51%$18,067$18,072-7.41%-9.96%-10.11%-7.66%-3.22%-8.56%-0.86%
2018111.76%1.64%$18,385$18,3682.01%0.72%1.13%4.83%0.40%1.68%0.64%
201812-5.73%-5.73%$17,330$17,316-9.16%-12.45%-5.57%-3.34%4.36%-4.93%1.87%
201917.83%6.77%$18,687$18,4898.54%12.37%7.48%9.66%1.86%7.67%1.11%
201921.97%2.25%$19,056$18,9043.56%4.24%2.07%-0.38%-0.79%1.63%-0.09%
201931.10%1.31%$19,264$19,1511.42%-3.99%0.29%2.31%4.88%0.77%1.94%
201942.62%2.82%$19,769$19,6923.93%4.39%2.48%2.14%-0.60%2.77%-0.02%
20195-4.88%-4.62%$18,805$18,782-6.45%-10.01%-5.28%-6.38%4.16%-5.42%1.83%
201965.69%5.54%$19,874$19,8227.08%7.68%5.01%5.37%2.69%5.77%1.25%
201970.15%0.10%$19,905$19,8421.41%1.31%-2.16%-1.81%0.51%-1.99%0.15%
20198-0.81%-1.21%$19,743$19,602-2.08%-5.29%-2.56%-3.26%8.25%-2.17%2.77%
201991.51%1.62%$20,042$19,9191.78%5.74%2.15%0.93%-1.94%2.73%-0.57%
2019102.07%2.18%$20,457$20,3522.11%1.83%3.67%3.95%-0.29%3.43%0.31%
2019112.11%2.20%$20,889$20,8003.79%2.79%1.75%0.50%0.32%0.99%-0.04%
2019123.09%2.77%$21,535$21,3762.80%2.98%5.34%7.07%-1.04%4.38%-0.07%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2
Large-cap Value3.96%14.44%
Large-cap Growth16.94%22.59%
Mid-cap Value8.47%4.81%
Mid-cap Growth2.14%2.53%
Small-cap Value16.50%1.54%
Small-cap Growth0.00%1.91%
Global ex-US Developed Markets10.09%24.10%
Emerging Markets20.53%7.98%
REITs0.00%0.00%
Corporate Bonds13.69%6.98%
Long-Term Treasuries7.67%0.00%
Intermediate-Term Treasuries0.00%4.92%
Short-Term Treasuries0.00%8.20%
R Squared99.36%99.80%
Style analysis is based on monthly returns from Jan 2012 to Dec 2019 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
TickerNameCategoryDurationERWeightReturn ContributionRisk Contribution
VTIVanguard Total Stock Market ETFLarge Blend0.03%32.00%$5,37135.43%
VIOVVanguard S&P Small-Cap 600 Value ETFSmall Value0.15%16.00%$2,28421.70%
VSSVanguard FTSE All-Wld ex-US SmCp ETFForeign Small/Mid Blend0.12%16.00%$1,43019.63%
VWOVanguard FTSE Emerging Markets ETFDiversified Emerging Mkts0.12%16.00%$1,04122.18%
BLVVanguard Long-Term Bond ETFLong-Term Bond15.640.07%20.00%$1,4101.06%

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
TickerNameCategoryDurationERWeightReturn ContributionRisk Contribution
VTIVanguard Total Stock Market ETFLarge Blend0.03%48.00%$8,03858.04%
VXUSVanguard Total International Stock ETFForeign Large Blend0.09%32.00%$2,66141.95%
BNDVanguard Total Bond Market ETFIntermediate Core Bond6.260.04%20.00%$6770.01%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 02/05/2020. (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 2
Arithmetic Mean (monthly)0.84%0.83%
Arithmetic Mean (annualized)10.56%10.40%
Geometric Mean (monthly)0.80%0.79%
Geometric Mean (annualized)10.06%9.96%
Volatility (monthly)2.76%2.61%
Volatility (annualized)9.55%9.03%
Downside Deviation (monthly)1.70%1.61%
Max. Drawdown-12.98%-10.80%
US Market Correlation0.930.96
Beta(*)0.790.77
Alpha (annualized)-1.13%-0.98%
R286.27%91.75%
Sharpe Ratio0.981.03
Sortino Ratio1.571.63
Treynor Ratio (%)11.9312.06
Calmar Ratio0.811.03
Active Return-4.40%-4.51%
Tracking Error4.27%3.68%
Information Ratio-1.03-1.22
Skewness-0.48-0.59
Excess Kurtosis1.020.87
Historical Value-at-Risk (5%)-4.95%-4.74%
Analytical Value-at-Risk (5%)-3.65%-3.42%
Conditional Value-at-Risk (5%)-6.12%-6.00%
Upside Capture Ratio (%)74.2273.67
Downside Capture Ratio (%)84.5484.26
Safe Withdrawal Rate18.19%18.09%
Perpetual Withdrawal Rate7.66%7.57%
Positive Periods67 out of 96 (69.79%)69 out of 96 (71.88%)
Gain/Loss Ratio0.940.88
* 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
1Feb 2018Dec 201811 monthsSep 20199 months1 year 8 months-12.98%
2May 2015Jan 20169 monthsJul 20166 months1 year 3 months-11.89%
3Apr 2012May 20122 monthsSep 20124 months6 months-6.38%
4Sep 2014Sep 20141 monthFeb 20155 months6 months-4.22%
5May 2013Jun 20132 monthsJul 20131 month3 months-3.30%
6Aug 2013Aug 20131 monthSep 20131 month2 months-2.50%
7Oct 2016Oct 20161 monthDec 20162 months3 months-2.44%
8Jan 2014Jan 20141 monthFeb 20141 month2 months-2.38%
9Jul 2014Jul 20141 monthAug 20141 month2 months-1.69%
10Oct 2012Oct 20121 monthDec 20122 months3 months-1.04%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 2018Dec 201811 monthsApr 20194 months1 year 3 months-10.80%
2Jun 2015Feb 20169 monthsJul 20165 months1 year 2 months-9.99%
3Apr 2012May 20122 monthsSep 20124 months6 months-7.11%
4May 2019May 20191 monthJun 20191 month2 months-4.62%
5Jan 2014Jan 20141 monthFeb 20141 month2 months-2.94%
6Sep 2014Sep 20141 monthFeb 20155 months6 months-2.71%
7Aug 2013Aug 20131 monthSep 20131 month2 months-2.32%
8May 2013Jun 20132 monthsJul 20131 month3 months-2.28%
9Oct 2016Oct 20161 monthDec 20162 months3 months-1.85%
10Jul 2014Jul 20141 monthAug 20141 month2 months-1.57%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VTIVanguard Total Stock Market ETF14.59%11.31%33.45%-5.21%-14.20%1.211.971.00
VIOVVanguard S&P Small-Cap 600 Value ETF12.68%15.62%39.50%-12.84%-23.04%0.801.280.87
VSSVanguard FTSE All-Wld ex-US SmCp ETF7.63%12.83%30.60%-18.47%-21.93%0.590.900.78
VWOVanguard FTSE Emerging Markets ETF4.74%15.57%31.48%-15.81%-29.25%0.330.510.66
BLVVanguard Long-Term Bond ETF5.42%8.78%20.27%-8.95%-11.30%0.570.95-0.15
VXUSVanguard Total International Stock ETF7.07%12.57%27.45%-14.43%-20.26%0.550.840.80
BNDVanguard Total Bond Market ETF2.73%3.10%8.83%-2.10%-4.01%0.671.11-0.13

Monthly Correlations

Correlations for the portfolio assets
TickerNameVTIVIOVVSSVWOBLVVXUSBNDPortfolio 1Portfolio 2
VTIVanguard Total Stock Market ETF-0.870.790.66-0.150.81-0.120.930.96
VIOVVanguard S&P Small-Cap 600 Value ETF0.87-0.670.51-0.280.65-0.270.830.80
VSSVanguard FTSE All-Wld ex-US SmCp ETF0.790.67-0.86-0.040.960.020.910.91
VWOVanguard FTSE Emerging Markets ETF0.660.510.86-0.070.900.110.850.81
BLVVanguard Long-Term Bond ETF-0.15-0.28-0.040.07--0.030.940.06-0.04
VXUSVanguard Total International Stock ETF0.810.650.960.90-0.03-0.030.910.94
BNDVanguard Total Bond Market ETF-0.12-0.270.020.110.940.03-0.090.00

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2
VTIVanguard Total Stock Market ETF$5,371$8,038
VIOVVanguard S&P Small-Cap 600 Value ETF$2,284
VSSVanguard FTSE All-Wld ex-US SmCp ETF$1,430
VWOVanguard FTSE Emerging Markets ETF$1,041
BLVVanguard Long-Term Bond ETF$1,410
VXUSVanguard Total International Stock ETF$2,661
BNDVanguard Total Bond Market ETF$677

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2
VTIVanguard Total Stock Market ETF35.43%58.04%
VIOVVanguard S&P Small-Cap 600 Value ETF21.70%
VSSVanguard FTSE All-Wld ex-US SmCp ETF19.63%
VWOVanguard FTSE Emerging Markets ETF22.18%
BLVVanguard Long-Term Bond ETF1.06%
VXUSVanguard Total International Stock ETF41.95%
BNDVanguard Total Bond Market ETF0.01%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2
AverageHighLowAverageHighLow
1 year10.67%24.26%-9.87%10.45%23.45%-7.14%
3 years8.82%13.78%5.46%8.59%13.33%4.20%
5 years8.32%10.64%4.99%8.05%10.25%4.68%
7 years8.71%9.24%8.17%8.74%9.33%8.16%
Result statistics are based on annualized rolling returns over full calendar year periods