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 2016 - Apr 2021)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
VT Vanguard Total World Stock ETF 40.00%
TLT iShares 20+ Year Treasury Bond ETF 20.00%
GLD SPDR Gold Shares 20.00%
QQQ Invesco QQQ Trust 10.00%
HQL Tekla Life Sciences Investors 9.00%
GBTC Grayscale Bitcoin Trust (BTC) 1.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
VT Vanguard Total World Stock ETF 40.00%
VIRT Virtu Financial, Inc. 20.00%
GLD SPDR Gold Shares 20.00%
QQQ Invesco QQQ Trust 10.00%
HQL Tekla Life Sciences Investors 9.00%
GBTC Grayscale Bitcoin Trust (BTC) 1.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRTWRRMWRRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$122,562 59.98% 14.20%15.52%9.98%27.22%-6.44%-9.29%
(-5.18%)
1.282.520.81
Portfolio 2$10,000$137,436 63.45% 16.81%19.49%12.35%36.02%0.40%-10.38%
(-5.62%)
1.242.530.65
Vanguard 500 Index Investor$10,000$133,272 62.51% 16.47%18.43%14.98%31.33%-4.52%-19.63%
(-17.18%)
1.021.621.00
* The number in parentheses shows the calculated value taking into account the periodic contributions.
   

Trailing Returns

Trailing Returns
NameAnnualized ReturnAnnualized Volatility
3 MonthYTD1 year3 year5 yearFull3 year5 year
Portfolio 13.03%1.90%26.48%15.50%14.21%14.20%11.43%10.03%
Portfolio 26.56%8.36%38.11%14.40%17.68%16.81%13.43%12.45%
Vanguard 500 Index Investor12.95%11.80%45.81%18.52%17.27%16.47%18.53%14.99%
Trailing annualized return and volatility are for full months ending in April 2021 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 2021 are based on monthly returns from January to April
  • CAGR = Compound Annual Growth Rate
  • TWRR = Annualized time weighted rate of return
  • MWRR = Annualized money weighted rate of return (internal rate of return) taking into account the periodic cashflows
  • 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
  • Inflation adjusted monthly contribution of $1,000 was applied at the end of each period. This is reflected in the CAGR and maximum drawdown shown above.
Annual returns for the configured portfolios
YearInflationCashflowPortfolio 1Portfolio 2Vanguard 500 Index InvestorVanguard Total World Stock ETF (VT)iShares 20+ Year Treasury Bond ETF (TLT)SPDR Gold Shares (GLD)Invesco QQQ Trust (QQQ)Tekla Life Sciences Investors (HQL)Grayscale Bitcoin Trust (BTC) (GBTC)Virtu Financial, Inc. (VIRT)
ReturnBalanceReturnBalanceReturnBalance
20162.07%$12,1775.97%$22,8140.40%$22,32811.82%$24,2768.51%1.18%8.03%7.10%-19.53%93.10%-25.50%
20172.11%$12,43625.55%$42,24628.38%$42,50221.67%$43,17024.49%9.18%12.81%32.66%25.44%1,557.21%21.40%
20181.91%$12,740-6.44%$51,5766.34%$57,417-4.52%$52,998-9.76%-1.61%-1.94%-0.12%-14.41%-82.10%45.91%
20192.29%$12,97125.81%$79,05513.35%$78,57431.33%$84,02426.82%14.12%17.86%38.96%25.51%106.56%-34.95%
20201.36%$13,13127.22%$115,81036.02%$122,57818.25%$114,95316.61%18.15%24.81%48.40%23.80%290.72%64.23%
20210.98%$4,4421.90%$122,5628.36%$137,43611.80%$133,2729.71%-11.78%-7.12%7.86%5.92%46.41%18.76%
Annual return for 2021 is from 01/01/2021 to 04/30/2021
Monthly returns for the configured portfolios
YearMonthPortfolio 1Portfolio 2Vanguard 500 Index InvestorVanguard Total World Stock ETF (VT)iShares 20+ Year Treasury Bond ETF (TLT)SPDR Gold Shares (GLD)Invesco QQQ Trust (QQQ)Tekla Life Sciences Investors (HQL)Grayscale Bitcoin Trust (BTC) (GBTC)Virtu Financial, Inc. (VIRT)
ReturnBalanceReturnBalanceReturnBalance
20161-3.24%$10,677-4.31%$10,571-4.98%$10,504-5.87%5.57%5.41%-6.91%-23.18%-31.75%0.27%
201622.41%$11,9371.62%$11,745-0.15%$11,491-1.11%3.09%10.93%-1.57%-3.93%30.23%-0.63%
201633.77%$13,3933.67%$13,1836.78%$13,2777.98%-0.09%-0.84%6.85%5.65%-2.86%-0.90%
201641.63%$14,6220.63%$14,2780.37%$14,3381.01%-0.74%5.11%-3.19%3.90%31.80%-5.70%
201650.12%$15,656-2.55%$14,9301.78%$15,6090.65%0.81%-6.14%4.37%4.81%8.93%-13.41%
201662.96%$17,1381.83%$16,2220.25%$16,667-0.18%6.93%8.97%-2.27%-6.19%53.07%1.07%
201673.97%$18,8362.66%$17,6723.68%$18,2974.15%2.10%1.98%7.15%10.94%-20.54%-4.44%
20168-0.91%$19,684-1.43%$18,4380.13%$19,3390.35%-1.01%-3.26%1.05%-2.20%-13.68%-3.82%
201690.49%$20,802-0.69%$19,3320.01%$20,3610.79%-1.51%0.69%2.21%0.43%9.76%-8.22%
201610-3.15%$21,168-5.18%$19,353-1.83%$21,010-1.97%-4.38%-2.94%-1.46%-10.57%19.89%-14.50%
201611-2.25%$21,7121.18%$20,6013.70%$22,8081.19%-8.21%-8.36%0.44%7.58%-8.71%10.07%
2016120.37%$22,8143.43%$22,3281.96%$24,2761.81%-0.46%-1.91%1.13%-3.63%23.50%15.16%
201713.32%$24,5985.16%$24,5071.88%$25,7603.00%0.81%5.42%5.14%5.18%-10.81%10.03%
201723.18%$26,4112.87%$26,2403.96%$27,8112.69%1.59%3.18%4.38%7.15%6.00%0.22%
201730.90%$27,6790.60%$27,4280.10%$28,8691.48%-0.65%-0.43%2.03%3.25%0.97%-2.02%
201742.28%$29,3450.09%$28,4861.02%$30,1971.63%1.57%1.73%2.73%5.72%18.59%-9.41%
201754.28%$31,6355.33%$31,0391.39%$31,6531.95%1.89%-0.12%3.90%-1.65%251.53%7.42%
20176-0.52%$32,5060.85%$32,3370.61%$32,8820.63%0.79%-2.16%-2.32%5.52%-19.43%8.28%
201772.18%$34,2501.07%$33,7172.04%$34,5882.65%-0.66%2.31%4.06%3.41%7.69%-6.23%
201783.60%$36,5224.82%$36,3790.29%$35,7280.42%3.41%4.20%2.07%2.79%139.29%9.93%
20179-1.17%$37,138-2.62%$36,4702.06%$37,5072.11%-2.32%-3.37%-0.29%-1.10%-30.15%-9.75%
2017100.85%$38,496-1.67%$36,9022.32%$39,4192.11%-0.04%-0.75%4.61%-5.31%18.00%-12.65%
2017111.75%$40,2144.65%$39,6613.06%$41,6681.90%0.74%0.36%1.97%-4.91%83.62%16.89%
2017122.46%$42,2464.54%$42,5021.10%$43,1701.60%1.81%2.11%0.60%3.81%32.54%12.27%
201813.14%$44,6204.66%$45,5325.71%$46,6845.48%-3.26%3.23%8.76%4.13%-29.63%4.37%
20182-3.19%$44,2508.74%$50,564-3.69%$46,012-4.44%-3.04%-2.08%-1.29%-3.81%14.37%56.75%
20183-0.65%$45,0192.15%$52,709-2.56%$45,891-1.29%2.86%0.63%-4.08%-0.26%-41.17%11.11%
20184-0.18%$45,9982.06%$54,8530.37%$47,1210.42%-2.09%-0.95%0.51%-3.33%51.10%9.09%
201850.88%$47,467-2.32%$54,6452.39%$49,3130.57%2.01%-1.20%5.67%3.07%-22.52%-13.08%
20186-0.84%$48,134-3.74%$53,6690.61%$50,677-0.60%0.65%-3.61%1.15%2.35%-30.54%-14.49%
201871.32%$49,836-3.21%$53,0113.71%$53,6222.88%-1.44%-2.24%2.80%4.52%22.16%-24.11%
201881.26%$51,5322.52%$55,4153.25%$56,4290.86%1.31%-2.14%5.78%6.36%-8.83%9.37%
20189-0.88%$52,143-1.37%$55,7210.55%$57,8090.08%-2.86%-0.66%-0.28%-0.29%-16.42%-6.19%
201810-5.49%$50,352-1.70%$55,841-6.85%$54,919-7.82%-2.93%2.12%-8.60%-13.17%-15.11%15.99%
2018111.04%$51,9402.32%$58,2052.03%$57,0981.73%1.79%0.34%-0.26%2.21%-25.96%7.11%
201812-2.75%$51,576-3.18%$57,417-9.04%$52,998-7.22%5.85%4.94%-8.65%-14.58%-20.54%2.34%
201916.17%$55,8215.93%$61,8858.00%$58,3037.99%0.38%2.89%9.01%15.68%0.63%-0.82%
201921.40%$57,6731.54%$63,9083.20%$61,2382.82%-1.38%-0.61%2.99%2.20%11.78%-0.67%
201931.41%$59,563-0.62%$64,5841.94%$63,4991.06%5.57%-1.60%3.92%-2.34%7.17%-5.53%
201941.42%$61,4882.51%$67,2884.04%$67,1453.47%-1.99%-0.66%5.50%-4.14%38.28%3.49%
20195-0.98%$61,971-3.36%$66,112-6.36%$63,954-5.97%6.84%1.76%-8.23%-3.14%67.32%-5.37%
201966.56%$67,1185.38%$70,7537.03%$69,5356.37%0.95%8.00%7.59%8.43%36.80%-5.39%
20197-0.05%$68,171-0.19%$71,7031.43%$71,6110.00%0.26%0.01%2.33%-2.61%-9.85%-0.46%
201982.35%$70,860-2.29%$71,145-1.59%$71,557-2.10%11.04%7.91%-1.90%-3.23%-14.08%-12.18%
20199-0.63%$71,498-2.38%$70,5401.86%$73,9722.28%-2.68%-3.39%0.92%-2.64%-9.64%-12.98%
2019102.37%$74,2783.32%$73,9722.15%$76,6552.79%-1.11%2.56%4.38%5.23%5.00%3.67%
2019111.50%$76,4811.42%$76,1133.62%$80,5172.56%-0.41%-3.21%4.07%9.97%-13.94%-0.71%
2019121.94%$79,0551.81%$78,5743.01%$84,0243.45%-3.20%3.66%3.89%1.69%-14.42%-3.67%
202012.00%$81,7231.33%$80,712-0.05%$85,072-1.56%7.69%4.50%3.04%-5.05%33.09%4.38%
20202-2.40%$80,853-0.91%$81,068-8.24%$79,155-7.22%6.63%-0.64%-6.06%-1.74%-9.63%14.14%
20203-5.51%$77,487-4.39%$78,602-12.37%$70,453-14.76%6.38%-0.22%-7.29%-5.67%-27.72%10.69%
202048.96%$85,51711.17%$88,46612.81%$80,56510.37%1.22%7.26%14.97%13.75%38.62%12.25%
202053.73%$89,7894.60%$93,6174.76%$85,4805.21%-1.76%2.59%6.60%6.47%10.33%3.08%
202062.46%$93,0892.13%$96,6971.98%$88,2613.07%0.34%2.74%6.28%0.90%-11.80%-1.05%
202076.21%$99,9626.34%$103,9205.63%$94,3225.29%4.44%10.79%7.35%-0.28%33.42%5.08%
202082.66%$103,7184.66%$109,8597.18%$102,1916.01%-5.05%-0.32%10.94%1.89%5.58%5.12%
20209-2.90%$101,815-5.14%$105,311-3.81%$99,397-2.92%0.77%-4.17%-5.78%-1.40%-18.92%-10.92%
202010-1.85%$101,032-2.59%$103,684-2.67%$97,843-2.05%-3.39%-0.52%-3.04%-3.87%40.20%-7.08%
2020117.15%$109,3608.35%$113,44310.94%$109,64312.37%1.66%-5.41%11.23%13.05%50.81%7.72%
2020124.89%$115,8107.08%$122,5783.84%$114,9534.94%-1.23%7.01%4.90%5.72%37.97%10.44%
20211-1.10%$115,6411.69%$125,757-1.02%$114,885-0.23%-3.63%-3.22%0.26%2.78%8.41%10.33%
20212-0.54%$116,1300.36%$127,3222.75%$119,1622.67%-5.73%-6.26%-0.13%5.01%24.53%-0.94%
20213-0.16%$117,0583.75%$133,2084.37%$125,4812.85%-5.24%-1.14%1.71%-5.65%15.83%13.86%
202143.75%$122,5622.34%$137,4365.32%$133,2724.13%2.49%3.56%5.91%4.01%-6.37%-4.57%
* End-of-month balance includes the monthly contribution/withdrawal

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Vanguard 500 Index Investor
Large-cap Value3.41%44.56%
Large-cap Growth36.39%55.26%
Mid-cap Value0.00%0.00%
Mid-cap Growth2.41%0.00%
Small-cap Value0.00%0.17%
Small-cap Growth0.00%0.00%
Global ex-US Developed Markets9.52%0.00%
Emerging Markets15.65%0.00%
Corporate Bonds2.75%0.00%
Long-Term Treasuries29.33%0.00%
Intermediate-Term Treasuries0.55%0.00%
Short-Term Treasuries0.00%0.00%
R Squared92.48%99.94%
Style analysis is based on monthly returns from January 2016 to April 2021 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
VTVanguard Total World Stock ETFWorld Large-Stock Blend40.00%1.55%0.08%24.21$20,37150.07%
TLTiShares 20+ Year Treasury Bond ETFLong Government20.00%2.14%0.15%18.45$2,1863.45%
GLDSPDR Gold SharesCommodities Focused20.00%0.40%$5,03113.36%
QQQInvesco QQQ TrustLarge Growth10.00%0.54%0.20%35.31$8,10014.10%
HQLTekla Life Sciences InvestorsHealth9.00%1.66%26.01$3,86613.67%
GBTCGrayscale Bitcoin Trust (BTC)Miscellaneous1.00%2.00%$5,1125.35%
100.00%1.10%0.33%26.3618.45$44,666100.00%

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/EReturn ContributionRisk Contribution
VTVanguard Total World Stock ETFWorld Large-Stock Blend40.00%1.55%0.08%24.21$21,42431.48%
VIRTVirtu Financial, Inc.Financial Services / Capital Markets20.00%3.35%$15,19839.23%
GLDSPDR Gold SharesCommodities Focused20.00%0.40%$5,1407.12%
QQQInvesco QQQ TrustLarge Growth10.00%0.54%0.20%35.31$8,4719.06%
HQLTekla Life Sciences InvestorsHealth9.00%1.66%26.01$4,0398.75%
GBTCGrayscale Bitcoin Trust (BTC)Miscellaneous1.00%2.00%$5,2684.37%
100.00%1.34%0.38%26.36$59,540100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fund fundamentals data as of 05/11/2021. (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 2Vanguard 500 Index Investor
Arithmetic Mean (monthly)1.15%1.36%1.37%
Arithmetic Mean (annualized)14.75%17.66%17.75%
Geometric Mean (monthly)1.11%1.30%1.28%
Geometric Mean (annualized)14.20%16.81%16.47%
Volatility (monthly)2.88%3.56%4.32%
Volatility (annualized)9.98%12.35%14.98%
Downside Deviation (monthly)1.42%1.70%2.69%
Max. Drawdown-9.29%-10.38%-19.63%
US Market Correlation0.810.651.00
Beta(*)0.540.531.00
Alpha (annualized)4.92%7.60%0.00%
R266.09%41.86%100.00%
Sharpe Ratio1.281.241.02
Sortino Ratio2.522.531.62
Treynor Ratio (%)23.6028.7215.40
Calmar Ratio1.951.390.94
Active Return-2.27%0.34%N/A
Tracking Error8.99%11.73%N/A
Information Ratio-0.250.03N/A
Skewness0.110.26-0.56
Excess Kurtosis0.36-0.161.84
Historical Value-at-Risk (5%)-3.18%-4.22%-6.78%
Analytical Value-at-Risk (5%)-3.57%-4.55%-5.74%
Conditional Value-at-Risk (5%)-4.36%-4.75%-9.13%
Upside Capture Ratio (%)62.5565.00100.00
Downside Capture Ratio (%)41.6228.73100.00
Safe Withdrawal Rate26.00%26.17%27.18%
Perpetual Withdrawal Rate11.34%13.46%13.19%
Positive Periods41 out of 64 (64.06%)42 out of 64 (65.63%)49 out of 64 (76.56%)
Gain/Loss Ratio1.561.340.72
* Vanguard 500 Index Investor 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 monthsApr 20194 months1 year 3 months-9.29%
2Feb 2020Mar 20202 monthsApr 20201 month3 months-7.78%
3Aug 2016Nov 20164 monthsFeb 20173 months7 months-5.72%
4Sep 2020Oct 20202 monthsNov 20201 month3 months-4.69%
5Jan 2016Jan 20161 monthMar 20162 months3 months-3.24%
6Jan 2021Mar 20213 monthsApr 20211 month4 months-1.79%
7Sep 2017Sep 20171 monthNov 20172 months3 months-1.17%
8May 2019May 20191 monthJun 20191 month2 months-0.98%
9Sep 2019Sep 20191 monthOct 20191 month2 months-0.63%
10Jun 2017Jun 20171 monthJul 20171 month2 months-0.52%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1May 2018Dec 20188 monthsJun 20196 months1 year 2 months-10.38%
2Sep 2020Oct 20202 monthsNov 20201 month3 months-7.60%
3Aug 2016Oct 20163 monthsJan 20173 months6 months-7.17%
4Feb 2020Mar 20202 monthsApr 20201 month3 months-5.26%
5Jul 2019Sep 20193 monthsDec 20193 months6 months-4.79%
6Jan 2016Jan 20161 monthMar 20162 months3 months-4.31%
7Sep 2017Oct 20172 monthsNov 20171 month3 months-4.25%
8May 2016May 20161 monthJul 20162 months3 months-2.55%

Drawdowns for Vanguard 500 Index Investor

Drawdowns for Vanguard 500 Index Investor
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 monthsJul 20204 months7 months-19.63%
2Oct 2018Dec 20183 monthsApr 20194 months7 months-13.55%
3Sep 2020Oct 20202 monthsNov 20201 month3 months-6.38%
4May 2019May 20191 monthJun 20191 month2 months-6.36%
5Feb 2018Mar 20182 monthsJul 20184 months6 months-6.16%
6Jan 2016Feb 20162 monthsMar 20161 month3 months-5.11%
7Oct 2016Oct 20161 monthNov 20161 month2 months-1.83%
8Aug 2019Aug 20191 monthSep 20191 month2 months-1.59%
9Jan 2021Jan 20211 monthFeb 20211 month2 months-1.02%

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VTVanguard Total World Stock ETF13.64%14.90%26.82%-9.76%-22.15%0.861.310.98
TLTiShares 20+ Year Treasury Bond ETF4.94%12.44%18.15%-11.78%-20.09%0.370.61-0.34
GLDSPDR Gold Shares9.63%14.13%24.81%-7.12%-15.02%0.651.200.02
QQQInvesco QQQ Trust24.05%17.07%48.40%-0.12%-16.96%1.292.380.90
HQLTekla Life Sciences Investors6.82%23.04%25.51%-19.53%-26.20%0.360.510.71
GBTCGrayscale Bitcoin Trust (BTC)120.40%150.88%1,557.21%-82.10%-82.10%0.993.280.13
VIRTVirtu Financial, Inc.10.15%39.94%64.23%-34.95%-52.13%0.400.72-0.09

Monthly Correlations

Correlations for the portfolio assets
TickerNameVTTLTGLDQQQHQLGBTCVIRTPortfolio 1Portfolio 2Vanguard 500 Index Investor
VTVanguard Total World Stock ETF1.00-0.330.050.880.700.16-0.120.830.650.97
TLTiShares 20+ Year Treasury Bond ETF-0.331.000.50-0.23-0.210.08-0.070.14-0.13-0.33
GLDSPDR Gold Shares0.050.501.000.08-0.100.140.050.470.310.04
QQQInvesco QQQ Trust0.88-0.230.081.000.680.14-0.060.820.660.91
HQLTekla Life Sciences Investors0.70-0.21-0.100.681.000.01-0.060.660.520.69
GBTCGrayscale Bitcoin Trust (BTC)0.160.080.140.140.011.000.160.350.360.14
VIRTVirtu Financial, Inc.-0.12-0.070.05-0.06-0.060.161.00-0.060.61-0.10

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2
VTVanguard Total World Stock ETF$20,371$21,424
TLTiShares 20+ Year Treasury Bond ETF$2,186
GLDSPDR Gold Shares$5,031$5,140
QQQInvesco QQQ Trust$8,100$8,471
HQLTekla Life Sciences Investors$3,866$4,039
GBTCGrayscale Bitcoin Trust (BTC)$5,112$5,268
VIRTVirtu Financial, Inc.$15,198

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2
VTVanguard Total World Stock ETF50.07%31.48%
TLTiShares 20+ Year Treasury Bond ETF3.45%
GLDSPDR Gold Shares13.36%7.12%
QQQInvesco QQQ Trust14.10%9.06%
HQLTekla Life Sciences Investors13.67%8.75%
GBTCGrayscale Bitcoin Trust (BTC)5.35%4.37%
VIRTVirtu Financial, Inc.39.23%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2Vanguard 500 Index Investor
AverageHighLowAverageHighLowAverageHighLow
1 year14.20%32.83%-6.44%17.65%50.02%-2.84%15.23%56.19%-7.11%
3 years11.72%15.50%7.57%14.75%17.92%10.93%12.77%18.52%4.96%
5 years14.53%15.29%13.74%17.19%17.68%16.14%16.23%17.27%15.07%