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 
Asset 1
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Asset 2
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Asset 3
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Asset 4
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Asset 5
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Asset 6
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Asset 7
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Asset 8
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Asset 9
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Asset 10
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Total
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Portfolio Analysis Results (Jan 1997 - Dec 2020)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
VGTSX Vanguard Total Intl Stock Index Inv 90.00%
VUSTX Vanguard Long-Term Treasury Inv 60.00%
CASHX Cash -50.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$81,074 9.11% 15.25%37.30%-26.86%-46.77% 0.520.760.74
   

Trailing Returns

Trailing Returns
NameAnnualized ReturnAnnualized Volatility
3 Month1 year3 year5 year10 yearFull3 year5 year
Portfolio 111.52%20.77%9.12%11.98%9.31%9.11%14.65%12.82%
Trailing annualized return and volatility are for full months ending in December 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.
  • 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 1 ReturnPortfolio 1 BalanceVanguard Total Intl Stock Index Inv (VGTSX)Vanguard Long-Term Treasury Inv (VUSTX)Cash (CASHX)
19971.70%5.05%$10,505-0.77%13.90%5.22%
19981.61%19.29%$12,53215.60%13.05%4.97%
19992.68%19.14%$14,93129.92%-8.66%4.77%
20003.39%-5.13%$14,164-15.61%19.72%5.99%
20011.55%-17.30%$11,714-20.15%4.31%3.70%
20022.38%-4.38%$11,201-15.08%16.67%1.65%
20031.88%37.30%$15,38040.34%2.68%1.04%
20043.26%22.31%$18,81020.84%7.12%1.32%
20053.42%16.32%$21,88115.57%6.61%3.14%
20062.54%22.46%$26,79626.64%1.74%4.82%
20074.08%17.16%$31,39315.52%9.24%4.56%
20080.09%-26.86%$22,960-44.10%22.52%1.53%
20092.72%25.73%$28,86836.73%-12.05%0.16%
20101.50%15.29%$33,28311.12%8.93%0.14%
20112.96%4.42%$34,756-14.56%29.28%0.07%
20121.74%18.36%$41,13818.14%3.47%0.08%
20131.50%5.70%$43,48215.04%-13.03%0.05%
20140.76%11.33%$48,411-4.24%25.28%0.03%
20150.73%-4.88%$46,047-4.37%-1.54%0.05%
20162.07%4.76%$48,2394.65%1.20%0.30%
20172.11%29.34%$62,39327.40%8.58%0.88%
20181.91%-15.04%$53,010-14.44%-1.90%1.90%
20192.29%26.64%$67,13121.43%14.13%2.13%
20201.36%20.77%$81,07411.16%18.29%0.44%
Monthly returns for the configured portfolios
YearMonthPortfolio 1 ReturnPortfolio 1 BalanceVanguard Total Intl Stock Index Inv (VGTSX)Vanguard Long-Term Treasury Inv (VUSTX)Cash (CASHX)
19971-2.74%$9,726-2.37%-0.65%0.43%
199721.36%$9,8581.82%-0.11%0.42%
19973-1.69%$9,692-0.10%-2.29%0.43%
199741.36%$9,8240.20%2.35%0.44%
199756.30%$10,4436.54%0.98%0.43%
199765.72%$11,0405.40%1.78%0.40%
199774.18%$11,5011.59%5.34%0.43%
19978-9.18%$10,445-8.60%-2.57%0.43%
199796.24%$11,0965.51%2.63%0.43%
199710-6.45%$10,380-9.10%2.99%0.41%
199711-0.42%$10,337-1.19%1.27%0.43%
1997121.63%$10,5050.92%1.66%0.43%
199813.66%$10,8903.04%1.91%0.44%
199825.50%$11,4896.88%-0.75%0.43%
199832.79%$11,8103.22%0.14%0.44%
199840.52%$11,8700.53%0.40%0.42%
19985-0.56%$11,804-1.51%1.83%0.41%
199860.87%$11,906-0.27%2.35%0.41%
199870.49%$11,9641.08%-0.51%0.42%
19988-9.66%$10,808-13.66%4.83%0.42%
199890.15%$10,824-2.07%3.29%0.40%
1998107.63%$11,65010.77%-1.69%0.36%
1998114.92%$12,2235.34%0.88%0.36%
1998122.53%$12,5323.26%-0.16%0.37%
19991-0.16%$12,513-0.63%0.98%0.37%
19992-5.00%$11,887-2.16%-4.76%0.37%
199934.16%$12,3824.97%-0.34%0.38%
199944.63%$12,9555.08%0.19%0.37%
19995-5.76%$12,209-5.00%-1.68%0.37%
199963.30%$12,6124.39%-1.05%0.38%
199971.63%$12,8182.27%-0.58%0.39%
19998-0.14%$12,7990.33%-0.49%0.39%
199991.07%$12,9360.82%0.91%0.41%
1999103.42%$13,3783.74%0.12%0.40%
1999113.37%$13,8294.08%-0.59%0.42%
1999127.96%$14,9319.37%-1.60%0.43%
20001-5.06%$14,175-6.22%1.25%0.43%
200024.16%$14,7642.83%2.96%0.47%
200034.78%$15,4703.48%3.14%0.47%
20004-5.31%$14,649-5.41%-0.66%0.48%
20005-2.84%$14,233-2.67%-0.46%0.48%
200064.96%$14,9394.27%2.30%0.46%
20007-3.09%$14,477-4.46%1.49%0.48%
200081.98%$14,7641.00%2.08%0.51%
20009-4.99%$14,027-5.00%-0.85%0.52%
200010-1.68%$13,790-3.03%1.57%0.51%
200011-1.74%$13,551-4.44%2.99%0.52%
2000124.53%$14,1643.72%2.45%0.51%
200110.92%$14,2941.10%0.28%0.48%
20012-5.98%$13,440-7.61%1.80%0.41%
20013-6.91%$12,511-7.15%-0.60%0.40%
200144.99%$13,1347.89%-2.56%0.35%
20015-3.23%$12,711-3.52%0.21%0.32%
20016-3.12%$12,314-3.84%0.76%0.30%
200170.13%$12,330-2.43%3.61%0.30%
20018-0.73%$12,240-2.30%2.02%0.29%
20019-8.67%$11,179-10.73%0.88%0.28%
2001106.45%$11,9002.97%5.12%0.20%
200111-1.17%$11,7613.56%-4.98%0.17%
200112-0.40%$11,7141.35%-1.91%0.15%
20021-3.52%$11,302-4.63%1.20%0.14%
200221.51%$11,4720.90%1.24%0.14%
200232.55%$11,7655.71%-3.86%0.15%
200242.51%$12,0600.42%3.73%0.15%
200251.20%$12,2041.16%0.39%0.15%
20026-2.84%$11,858-4.28%1.76%0.14%
20027-6.86%$11,044-9.80%2.93%0.14%
200282.74%$11,347-0.12%4.28%0.14%
20029-6.27%$10,635-10.88%4.02%0.14%
2002102.22%$10,8715.70%-2.84%0.13%
2002113.07%$11,2054.75%-0.98%0.12%
200212-0.04%$11,201-3.43%4.05%0.10%
20031-3.70%$10,787-3.76%-0.45%0.10%
20032-0.35%$10,749-2.42%3.03%0.10%
20033-2.48%$10,483-1.93%-1.13%0.10%
200349.13%$11,4399.70%0.91%0.09%
200358.83%$12,4506.15%5.67%0.09%
200361.40%$12,6242.66%-1.48%0.09%
20037-2.10%$12,3593.18%-8.57%0.07%
200383.04%$12,7342.51%1.43%0.08%
200395.16%$13,3912.78%5.07%0.08%
2003104.46%$13,9896.49%-2.58%0.08%
2003112.08%$14,2792.13%0.31%0.08%
2003127.71%$15,3807.80%1.23%0.08%
200412.45%$15,7561.60%1.74%0.08%
200423.36%$16,2852.50%1.96%0.08%
200431.21%$16,4820.45%1.45%0.08%
20044-6.05%$15,486-3.14%-5.52%0.08%
200450.05%$15,4940.46%-0.56%0.08%
200462.65%$15,9042.40%0.87%0.09%
20047-2.20%$15,554-3.34%1.52%0.11%
200482.64%$15,9650.75%3.39%0.12%
200493.10%$16,4602.96%0.94%0.13%
2004103.63%$17,0583.24%1.46%0.14%
2004114.94%$17,9017.23%-2.25%0.16%
2004125.08%$18,8104.44%2.22%0.18%
20051-0.04%$18,804-1.67%2.59%0.18%
200523.27%$19,4194.68%-1.24%0.21%
20053-3.18%$18,802-2.93%-0.76%0.23%
20054-0.03%$18,797-2.07%3.22%0.23%
200551.54%$19,0860.08%2.55%0.24%
200562.03%$19,4741.30%1.64%0.25%
200571.43%$19,7513.68%-2.58%0.26%
200584.09%$20,5592.85%2.87%0.28%
200592.32%$21,0364.73%-2.78%0.29%
200510-4.09%$20,176-3.37%-1.74%0.29%
2005112.56%$20,6922.67%0.57%0.33%
2005125.75%$21,8815.14%2.33%0.32%
200615.47%$23,0796.87%-0.90%0.33%
20062-0.38%$22,992-0.72%0.81%0.37%
200630.76%$23,1673.17%-3.39%0.38%
200643.50%$23,9795.12%-1.96%0.38%
20065-4.38%$22,929-4.45%-0.03%0.39%
20066-0.17%$22,891-0.38%0.71%0.40%
200671.88%$23,3211.15%1.84%0.41%
200683.63%$24,1682.53%2.74%0.42%
200690.89%$24,3820.25%1.58%0.41%
2006103.87%$25,3274.00%0.77%0.40%
2006114.21%$26,3923.73%1.91%0.42%
2006121.53%$26,7963.09%-2.14%0.41%
200710.15%$26,8370.96%-0.85%0.41%
200721.58%$27,2600.06%2.93%0.42%
200731.61%$27,7002.80%-1.13%0.42%
200743.83%$28,7623.92%0.86%0.41%
200751.51%$29,1943.09%-1.93%0.40%
20076-0.10%$29,1640.61%-0.88%0.39%
200770.14%$29,204-1.06%2.39%0.39%
200780.26%$29,279-0.72%1.97%0.40%
200795.69%$30,9456.38%0.21%0.33%
2007105.93%$32,7795.90%1.40%0.31%
200711-1.91%$32,154-4.57%4.59%0.32%
200712-2.37%$31,393-2.28%-0.48%0.26%
20081-6.25%$29,432-8.55%2.64%0.28%
200820.43%$29,5600.33%0.35%0.16%
20083-0.03%$29,550-0.71%1.02%0.15%
200843.81%$30,6755.85%-1.84%0.11%
20085-0.05%$30,6591.51%-2.13%0.12%
20086-7.06%$28,494-8.99%1.80%0.15%
20087-3.12%$27,605-3.67%0.30%0.16%
20088-3.29%$26,698-5.10%1.80%0.14%
20089-11.11%$23,733-13.09%0.28%0.14%
200810-21.56%$18,617-22.09%-3.63%0.08%
2008116.93%$19,907-6.29%12.07%0.04%
20081215.34%$22,9608.16%8.87%0.00%
20091-15.85%$19,321-11.96%-8.47%0.01%
20092-9.69%$17,449-9.58%-1.01%0.02%
2009312.53%$19,6369.31%5.27%0.02%
200948.35%$21,27612.78%-4.99%0.02%
2009512.10%$23,85114.35%-2.68%0.01%
20096-0.93%$23,629-1.32%0.70%0.01%
2009710.05%$26,0039.96%0.80%0.02%
200984.18%$27,0893.50%1.68%0.02%
200995.86%$28,6765.15%1.98%0.01%
200910-2.72%$27,896-2.17%-1.45%0.01%
2009114.56%$29,1693.86%1.91%0.00%
200912-1.03%$28,8681.53%-5.66%0.01%
20101-2.96%$28,012-5.07%2.66%0.01%
201020.06%$28,0280.22%-0.21%0.01%
201034.96%$29,4176.71%-1.51%0.01%
201040.10%$29,447-1.71%2.76%0.01%
20105-6.92%$27,410-10.78%4.23%0.01%
201062.19%$28,011-1.17%4.67%0.01%
201078.30%$30,33710.33%-0.17%0.02%
201081.88%$30,908-3.22%7.08%0.01%
201096.98%$33,06710.41%-1.82%0.01%
2010100.84%$33,3443.55%-3.29%0.01%
201011-4.74%$31,763-4.52%-1.60%0.01%
2010124.78%$33,2838.34%-3.58%0.01%
20111-0.80%$33,0160.70%-2.38%0.01%
201123.20%$34,0722.71%1.24%0.01%
20113-0.38%$33,941-0.43%0.02%0.01%
201145.94%$35,9585.24%2.04%0.01%
20115-0.75%$35,689-2.87%3.29%0.00%
20116-2.50%$34,798-1.51%-2.00%0.01%
201171.08%$35,174-1.53%4.18%0.00%
20118-2.11%$34,433-8.45%8.68%0.01%
20119-3.18%$33,339-12.29%10.16%0.00%
2011104.98%$34,99910.22%-3.34%0.00%
201111-0.95%$34,666-2.88%1.82%0.00%
2011120.26%$34,756-2.64%3.13%0.00%
201216.59%$37,0477.27%0.08%0.00%
201223.46%$38,3305.14%-2.11%0.01%
20123-2.70%$37,296-0.75%-3.77%0.01%
201240.63%$37,531-1.78%4.37%0.01%
20125-5.96%$35,295-11.14%7.79%0.01%
201264.32%$36,8196.03%-1.44%0.01%
201272.35%$37,6860.44%3.32%0.01%
201281.71%$38,3312.72%-1.06%0.01%
201291.94%$39,0733.62%-2.10%0.01%
2012100.25%$39,1720.56%-0.43%0.01%
2012112.36%$40,0961.82%1.35%0.01%
2012122.60%$41,1384.17%-1.99%0.01%
201311.04%$41,5653.34%-3.27%0.00%
20132-0.41%$41,395-1.23%1.26%0.01%
201330.71%$41,6910.77%0.03%0.01%
201345.51%$43,9883.58%3.87%0.01%
20135-6.21%$41,258-2.95%-6.23%0.00%
20136-5.34%$39,057-3.75%-3.26%0.00%
201373.18%$40,2984.56%-1.93%0.00%
20138-2.27%$39,384-1.63%-1.28%0.00%
201397.43%$42,3117.21%0.88%0.00%
2013103.97%$43,9923.41%1.32%0.00%
201311-1.16%$43,4800.12%-2.49%0.00%
2013120.01%$43,4821.25%-2.37%0.01%
20141-0.55%$43,245-4.78%6.26%0.01%
201425.03%$45,4205.39%0.60%0.00%
201430.74%$45,7540.41%0.63%0.00%
201442.24%$46,7811.31%1.82%0.00%
201453.27%$48,3131.88%2.73%0.00%
201461.37%$48,9741.74%-0.16%0.00%
20147-1.01%$48,482-1.61%0.59%0.00%
201483.45%$50,1561.05%4.23%0.00%
20149-5.33%$47,481-5.01%-1.99%0.00%
2014101.40%$48,148-0.31%2.61%0.00%
2014111.64%$48,937-0.25%2.86%0.00%
201412-1.07%$48,411-3.65%2.82%0.00%
201515.49%$51,0700.13%8.97%0.00%
201521.21%$51,6895.52%-5.66%0.00%
20153-0.72%$51,316-1.54%1.13%0.00%
201542.68%$52,6935.08%-3.07%0.00%
20155-2.05%$51,611-0.94%-2.16%0.00%
20156-4.53%$49,274-2.69%-3.73%0.00%
201571.60%$50,065-0.80%4.21%0.00%
20158-7.05%$46,536-7.29%-0.71%0.01%
20159-2.37%$45,434-3.90%1.91%0.01%
2015105.28%$47,8346.26%-0.48%0.00%
201511-1.68%$47,029-1.32%-0.81%0.01%
201512-2.09%$46,047-2.07%-0.34%0.02%
20161-1.90%$45,174-5.59%5.24%0.01%
20162-0.14%$45,112-2.27%2.86%0.03%
201636.96%$48,2528.19%0.05%0.03%
201641.50%$48,9782.22%-0.63%0.02%
20165-0.47%$48,747-1.02%0.69%0.02%
201663.21%$50,312-0.94%6.57%0.03%
201674.90%$52,7764.41%2.01%0.02%
20168-0.02%$52,7650.74%-1.00%0.02%
201690.31%$52,9301.37%-1.32%0.03%
201610-3.98%$50,821-1.72%-4.23%0.02%
201611-6.55%$47,490-2.15%-7.86%0.03%
2016121.58%$48,2392.02%-0.35%0.04%
201713.85%$50,0973.87%0.65%0.04%
201722.24%$51,2211.50%1.57%0.04%
201732.16%$52,3272.82%-0.59%0.04%
201742.84%$53,8112.20%1.58%0.06%
201753.62%$55,7593.01%1.73%0.07%
201760.78%$56,1930.52%0.63%0.08%
201772.67%$57,6933.42%-0.59%0.08%
201782.25%$58,9940.64%3.27%0.09%
201790.35%$59,1981.81%-2.27%0.08%
2017101.68%$60,1901.94%-0.02%0.09%
2017110.98%$60,7810.78%0.63%0.09%
2017122.65%$62,3932.01%1.78%0.10%
201812.93%$64,2235.59%-3.40%0.11%
20182-6.43%$60,095-5.14%-2.89%0.12%
201830.94%$60,662-0.64%2.75%0.14%
20184-0.52%$60,3460.83%-2.04%0.14%
20185-0.82%$59,853-1.92%1.79%0.15%
20186-1.60%$58,893-2.08%0.66%0.16%
201871.40%$59,7182.48%-1.28%0.16%
20188-1.41%$58,876-2.19%1.18%0.17%
20189-1.49%$57,9970.30%-2.74%0.17%
201810-9.60%$52,429-8.35%-2.82%0.18%
2018112.23%$53,6001.26%1.78%0.19%
201812-1.10%$53,010-4.85%5.50%0.19%
201917.02%$56,7317.58%0.49%0.20%
201920.72%$57,1411.72%-1.31%0.20%
201933.58%$59,1900.72%5.47%0.20%
201941.30%$59,9622.76%-1.88%0.20%
20195-1.46%$59,086-5.55%6.65%0.20%
201965.52%$62,3495.83%1.01%0.19%
20197-1.58%$61,362-1.89%0.22%0.17%
201984.01%$63,826-2.35%10.68%0.17%
201990.54%$64,1692.72%-2.62%0.16%
2019102.07%$65,4983.38%-1.10%0.15%
2019110.65%$65,9231.11%-0.39%0.13%
2019121.83%$67,1314.27%-3.00%0.13%
202011.34%$68,029-3.30%7.29%0.13%
20202-1.65%$66,907-6.72%6.58%0.13%
20203-9.27%$60,707-16.11%5.67%0.10%
202047.53%$65,2788.09%1.81%0.01%
202052.36%$66,8184.80%-1.67%0.01%
202063.57%$69,2034.24%0.40%0.01%
202076.14%$73,4494.10%4.17%0.01%
202080.02%$73,4654.31%-4.71%0.01%
20209-1.05%$72,696-1.96%0.78%0.01%
202010-3.89%$69,865-2.21%-3.19%0.01%
20201111.43%$77,84712.93%1.53%0.01%
2020124.15%$81,0745.82%-0.95%0.01%
Portfolio return and risk metrics
MetricPortfolio 1
Arithmetic Mean (monthly)0.83%
Arithmetic Mean (annualized)10.39%
Geometric Mean (monthly)0.73%
Geometric Mean (annualized)9.11%
Volatility (monthly)4.40%
Volatility (annualized)15.25%
Downside Deviation (monthly)2.95%
Max. Drawdown-46.77%
US Market Correlation0.74
Beta(*)0.71
Alpha (annualized)2.82%
R254.29%
Sharpe Ratio0.52
Sortino Ratio0.76
Treynor Ratio (%)11.24
Calmar Ratio0.50
Active Return-0.05%
Tracking Error11.33%
Information Ratio-0.00
Skewness-0.68
Excess Kurtosis2.87
Historical Value-at-Risk (5%)-6.52%
Analytical Value-at-Risk (5%)-6.53%
Conditional Value-at-Risk (5%)-9.73%
Upside Capture Ratio (%)74.51
Downside Capture Ratio (%)67.50
Safe Withdrawal Rate7.93%
Perpetual Withdrawal Rate6.44%
Positive Periods180 out of 288 (62.50%)
Gain/Loss Ratio0.99
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Historical Market Stress Periods

Drawdowns for Historical Market Stress Periods
Stress PeriodStartEndPortfolio 1
Asian CrisisJul 1997Jan 1998-10.12%
Russian Debt DefaultJul 1998Oct 1998-9.66%
Dotcom CrashMar 2000Oct 2002-31.25%
Subprime CrisisNov 2007Mar 2009-46.77%
COVID-19 StartJan 2020Mar 2020-10.76%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsSep 20101 year 7 months2 years 11 months-46.77%
2Apr 2000Mar 20033 yearsJan 200410 months3 years 10 months-32.24%
3Feb 2018Oct 20189 monthsOct 20191 year1 year 9 months-18.36%
4May 2015Feb 201610 monthsJul 20165 months1 year 3 months-14.39%
5May 2013Jun 20132 monthsOct 20134 months6 months-11.21%
6Feb 2020Mar 20202 monthsJun 20203 months5 months-10.76%
7Oct 2016Nov 20162 monthsApr 20175 months7 months-10.28%
8Aug 1997Nov 19974 monthsMar 19984 months8 months-10.12%
9Aug 1998Aug 19981 monthNov 19983 months4 months-9.66%
10Mar 2012May 20123 monthsAug 20123 months6 months-7.92%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VGTSXVanguard Total Intl Stock Index Inv5.23%17.43%40.34%-44.10%-58.50%0.270.370.87
VUSTXVanguard Long-Term Treasury Inv7.34%10.49%29.28%-13.03%-16.68%0.540.92-0.27
CASHXCash2.02%0.57%5.99%0.03%0.00%N/AN/A-0.05

Monthly Correlations

Correlations for the portfolio assets
TickerNameVGTSXVUSTXCASHXPortfolio 1
VGTSXVanguard Total Intl Stock Index Inv1.00-0.24-0.040.90
VUSTXVanguard Long-Term Treasury Inv-0.241.000.030.21
CASHXCash-0.040.031.00-0.04

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1
VGTSXVanguard Total Intl Stock Index Inv$41,034
VUSTXVanguard Long-Term Treasury Inv$35,103
CASHXCash-$5,064

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1
VGTSXVanguard Total Intl Stock Index Inv91.48%
VUSTXVanguard Long-Term Treasury Inv8.43%
CASHXCash0.08%

Annual Asset Returns

Rolling returns summary
Roll PeriodAverageHighLow
1 year9.87%60.63%-43.20%
3 years8.75%30.26%-12.17%
5 years8.69%24.70%-2.36%
7 years9.35%15.88%4.41%
10 years9.43%14.80%3.91%
15 years9.47%12.63%7.95%