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 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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Portfolio Analysis Results (Jan 2010 - Dec 2019)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
IWD iShares Russell 1000 Value ETF 36.00%
VBR Vanguard Small-Cap Value ETF 16.00%
VEU Vanguard FTSE All-Wld ex-US ETF 18.00%
VNQ Vanguard Real Estate ETF 10.00%
SHY iShares 1-3 Year Treasury Bond ETF 20.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRTWRRMWRRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$15,000$272,863 33.66% 8.66%8.28%10.39%20.54%-7.86%-16.92%
(-16.92%)
0.801.270.97
SPDR S&P 500 ETF Trust$15,000$363,915 37.56% 13.44%13.73%12.44%32.31%-4.56%-16.23%
(-16.23%)
1.041.711.00
* The number in parentheses shows the calculated value taking into account the periodic contributions.
   
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
  • 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 backtested results assume annual rebalancing of portfolio assets to match the specified allocation
  • Inflation adjusted annual contribution of $15,000 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
YearInflationReturnBalanceiShares Russell 1000 Value ETF (IWD)Vanguard Small-Cap Value ETF (VBR)Vanguard FTSE All-Wld ex-US ETF (VEU)Vanguard Real Estate ETF (VNQ)iShares 1-3 Year Treasury Bond ETF (SHY)
Portfolio 1SPDR S&P 500 ETF TrustPortfolio 1SPDR S&P 500 ETF TrustAdjustment
20101.50%15.01%15.06%$32,476$32,483$15,22415.49%25.10%11.81%28.37%2.28%
20112.96%-2.01%1.89%$47,499$48,771$15,6750.12%-4.23%-14.02%8.62%1.44%
20121.74%14.54%15.99%$70,355$72,519$15,94817.46%18.98%18.90%17.63%0.28%
20131.50%20.23%32.31%$100,773$112,135$16,18832.09%36.55%14.18%2.31%0.21%
20140.76%8.74%13.46%$125,889$143,541$16,31013.17%10.55%-4.54%30.36%0.45%
20150.73%-2.72%1.25%$138,891$161,768$16,429-3.97%-4.76%-4.78%2.42%0.43%
20162.07%12.11%12.00%$172,478$197,952$16,77017.26%24.90%4.91%8.60%0.82%
20172.11%12.21%21.70%$210,654$258,032$17,12413.45%11.80%27.39%4.91%0.26%
20181.91%-7.86%-4.56%$211,558$263,725$17,451-8.42%-12.26%-14.19%-6.02%1.46%
20192.29%20.54%31.22%$272,863$363,915$17,85026.13%22.77%21.83%28.87%3.38%
Monthly returns for the configured portfolios
YearMonthReturnBalanceiShares Russell 1000 Value ETF (IWD)Vanguard Small-Cap Value ETF (VBR)Vanguard FTSE All-Wld ex-US ETF (VEU)Vanguard Real Estate ETF (VNQ)iShares 1-3 Year Treasury Bond ETF (SHY)
Portfolio 1SPDR S&P 500 ETF TrustPortfolio 1SPDR S&P 500 ETF Trust
20101-2.93%-3.63%$14,561$14,455-2.84%-2.99%-5.76%-5.52%0.80%
201022.71%3.12%$14,956$14,9063.07%5.01%1.31%5.58%0.16%
201035.89%6.09%$15,836$15,8146.70%8.20%6.72%10.18%-0.27%
201042.49%1.55%$16,230$16,0582.60%6.23%-1.76%7.15%0.30%
20105-6.68%-7.95%$15,145$14,782-8.20%-7.95%-10.90%-5.33%0.45%
20106-4.16%-5.17%$14,515$14,017-5.75%-8.16%-1.34%-5.19%0.42%
201076.48%6.83%$15,455$14,9756.82%7.46%10.76%9.59%0.19%
20108-3.28%-4.50%$14,949$14,301-4.22%-6.66%-3.43%-1.28%0.24%
201096.67%8.96%$15,947$15,5827.63%10.43%10.60%4.45%0.12%
2010102.89%3.82%$16,408$16,1773.09%3.60%3.59%4.74%0.22%
201011-0.82%0.00%$16,274$16,177-0.61%2.28%-4.10%-1.85%-0.20%
2010126.01%6.68%$32,476$32,4837.92%7.69%8.12%4.54%-0.16%
201111.37%2.33%$32,922$33,2402.17%0.60%0.80%3.25%0.13%
201123.07%3.47%$33,931$34,3943.79%4.70%2.74%4.71%-0.12%
201130.11%0.01%$33,968$34,3980.28%1.47%-0.22%-1.62%-0.13%
201142.99%2.90%$34,983$35,3942.59%2.34%5.45%5.75%0.53%
20115-1.08%-1.12%$34,606$34,997-1.01%-2.12%-3.17%1.37%0.36%
20116-1.65%-1.69%$34,036$34,406-2.09%-2.08%-1.09%-3.30%-0.00%
20117-1.97%-2.00%$33,364$33,718-3.40%-3.32%-2.37%1.56%0.29%
20118-5.54%-5.50%$31,514$31,864-6.13%-8.19%-8.47%-5.62%0.34%
20119-7.77%-6.94%$29,064$29,651-7.56%-10.64%-13.01%-10.85%-0.10%
2011109.61%10.91%$31,859$32,88811.45%14.43%11.49%14.29%0.03%
201111-1.11%-0.41%$31,505$32,754-0.70%-0.14%-2.57%-3.80%0.04%
2011121.01%1.04%$47,499$48,7712.07%0.82%-2.43%4.85%0.05%
201214.38%4.64%$49,581$51,0333.83%6.97%6.86%6.38%0.08%
201222.56%4.34%$50,849$53,2483.64%2.55%5.31%-1.15%-0.14%
201231.85%3.22%$51,788$54,9613.11%2.41%-0.90%5.19%-0.08%
20124-0.53%-0.67%$51,516$54,594-0.97%-0.99%-1.81%2.86%0.20%
20125-5.68%-6.01%$48,588$51,315-5.79%-6.31%-11.40%-4.51%0.06%
201264.22%4.05%$50,637$53,3954.96%4.47%6.52%5.52%-0.10%
201270.59%1.18%$50,936$54,0260.86%-0.43%0.49%2.00%0.22%
201281.78%2.51%$51,844$55,3802.28%2.99%2.65%-0.01%0.01%
201292.04%2.54%$52,900$56,7843.14%2.80%3.49%-1.86%0.02%
201210-0.28%-1.82%$52,752$55,751-0.53%-0.70%0.77%-0.91%-0.07%
2012110.45%0.57%$52,987$56,066-0.07%1.01%1.80%-0.26%0.05%
2012122.68%0.90%$70,355$72,5192.21%3.34%5.06%3.72%0.02%
201314.14%5.12%$73,268$76,2316.37%6.46%2.43%3.74%0.01%
201320.60%1.28%$73,706$77,2041.21%1.62%-1.39%1.22%0.06%
201332.65%3.80%$75,656$80,1364.03%4.56%0.62%2.87%0.03%
201341.91%1.92%$77,098$81,6751.50%0.09%3.75%6.73%0.07%
201350.29%2.36%$77,319$83,6042.67%3.11%-3.31%-5.98%-0.13%
20136-1.39%-1.34%$76,244$82,487-0.95%-1.27%-3.58%-1.98%-0.10%
201374.13%5.17%$79,393$86,7495.41%6.85%4.70%0.90%0.16%
20138-3.22%-3.00%$76,835$84,148-3.83%-4.17%-1.99%-6.98%-0.10%
201393.52%3.17%$79,537$86,8132.54%5.30%7.58%3.49%0.22%
2013103.37%4.63%$82,217$90,8334.39%3.92%3.33%4.52%0.07%
2013111.16%2.96%$83,171$93,5262.72%2.93%0.34%-5.25%0.09%
2013121.70%2.59%$100,773$112,1352.49%2.74%1.47%0.10%-0.18%
20141-2.31%-3.52%$98,442$108,183-3.59%-2.78%-5.80%4.28%0.20%
201423.84%4.55%$102,221$113,1074.28%4.97%5.63%5.07%0.04%
201431.19%0.83%$103,437$114,0472.43%1.31%0.46%0.49%-0.11%
201440.78%0.70%$104,242$114,8400.91%-1.13%1.47%3.29%0.11%
201451.41%2.32%$105,707$117,5051.41%1.64%1.92%2.40%0.18%
201462.02%2.06%$107,838$119,9292.55%4.32%1.68%1.13%-0.08%
20147-1.66%-1.34%$106,045$118,318-1.71%-4.79%-1.47%0.08%-0.08%
201482.68%3.95%$108,890$122,9873.65%5.12%1.01%3.04%0.19%
20149-3.18%-1.38%$105,432$121,291-2.03%-5.54%-4.88%-6.04%-0.07%
2014102.71%2.36%$108,290$124,1472.11%4.85%0.20%9.94%0.26%
2014111.19%2.75%$109,576$127,5582.20%1.10%-0.32%2.00%0.11%
2014120.00%-0.26%$125,889$143,5410.54%1.79%-3.96%1.88%-0.29%
20151-1.14%-2.96%$124,451$139,288-3.95%-3.30%-0.02%6.85%0.63%
201523.16%5.62%$128,386$147,1174.77%5.66%5.85%-3.67%-0.29%
20153-0.32%-1.57%$127,969$144,801-1.39%1.30%-1.41%1.74%0.25%
201540.38%0.98%$128,453$146,2250.88%-1.30%4.74%-5.85%0.03%
201550.44%1.29%$129,014$148,1051.24%1.37%-1.04%-0.30%0.04%
20156-1.94%-2.03%$126,512$145,100-2.02%-1.51%-2.81%-4.68%0.03%
201570.51%2.26%$127,152$148,3770.47%-0.95%-0.29%5.77%0.04%
20158-4.97%-6.10%$120,832$139,334-5.97%-4.84%-7.75%-6.29%-0.05%
20159-2.03%-2.54%$118,378$135,790-3.07%-3.58%-4.04%3.05%0.30%
2015105.40%8.51%$124,776$147,3407.52%6.63%6.69%5.76%-0.14%
2015110.02%0.37%$124,796$147,8790.45%1.32%-1.32%-0.63%-0.26%
201512-1.87%-1.72%$138,891$161,768-2.20%-4.90%-2.52%1.82%-0.15%
20161-4.14%-4.98%$133,138$153,714-5.28%-6.37%-5.60%-3.44%0.65%
20162-0.21%-0.08%$132,858$153,5870.00%1.50%-2.44%-0.36%0.11%
201636.53%6.72%$141,538$163,9157.27%8.94%8.31%10.48%0.14%
201641.23%0.39%$143,280$164,5612.11%2.10%2.11%-2.35%0.04%
201650.82%1.70%$144,459$167,3611.47%1.40%-0.79%2.25%-0.12%
201661.03%0.35%$145,944$167,9450.84%0.15%-0.72%6.92%0.60%
201672.99%3.65%$150,311$174,0712.89%4.64%4.25%4.26%-0.05%
201680.06%0.12%$150,408$174,2790.77%0.73%0.69%-3.76%-0.23%
201690.08%0.01%$150,524$174,293-0.23%0.30%1.58%-1.82%0.13%
201610-1.94%-1.73%$147,608$171,271-1.50%-2.92%-1.69%-5.74%-0.05%
2016113.13%3.68%$152,223$177,5805.64%10.21%-2.13%-1.68%-0.47%
2016122.29%2.03%$172,478$197,9522.63%2.86%1.93%4.82%0.07%
201711.07%1.79%$174,325$201,4950.61%0.65%4.14%-0.19%0.11%
201722.16%3.93%$178,091$209,4123.50%2.01%1.26%3.51%0.04%
20173-0.14%0.13%$177,833$209,675-0.97%-0.72%2.99%-2.42%0.06%
201740.45%0.99%$178,634$211,756-0.19%0.40%2.09%0.24%0.19%
201750.09%1.41%$178,800$214,745-0.17%-2.40%3.05%-0.72%0.07%
201761.27%0.64%$181,069$216,1131.66%2.44%0.51%2.23%-0.08%
201771.44%2.06%$183,680$220,5551.29%1.02%3.38%1.24%0.19%
20178-0.52%0.29%$182,732$221,199-1.20%-1.46%0.64%-0.26%0.20%
201792.13%2.01%$186,620$225,6552.92%4.95%1.84%-0.11%-0.19%
2017100.68%2.36%$187,886$230,9720.74%0.86%1.95%-1.07%-0.09%
2017111.93%3.06%$191,519$238,0323.05%3.17%0.63%2.66%-0.22%
2017121.05%1.21%$210,654$258,0321.58%0.50%2.05%-0.14%-0.02%
201812.21%5.64%$215,316$272,5753.78%1.93%5.70%-4.25%-0.29%
20182-4.25%-3.64%$206,165$262,664-4.84%-4.74%-5.31%-7.68%-0.10%
20183-0.19%-2.74%$205,775$255,463-1.76%0.82%-0.44%3.88%0.25%
201840.31%0.52%$206,417$256,7830.32%0.40%0.57%0.82%-0.23%
201850.99%2.43%$208,457$263,0250.59%4.52%-1.99%3.68%0.35%
201860.19%0.58%$208,855$264,5390.27%0.36%-2.14%4.20%0.04%
201872.34%3.70%$213,749$274,3403.86%2.49%2.89%0.60%-0.06%
201880.83%3.19%$215,520$283,0971.42%2.41%-2.34%2.58%0.35%
20189-0.41%0.59%$214,629$284,7810.24%-1.67%0.44%-2.64%-0.14%
201810-5.08%-6.91%$203,722$265,101-5.16%-9.05%-8.30%-2.93%0.15%
2018112.20%1.85%$208,210$270,0192.82%2.35%1.47%4.67%0.38%
201812-6.77%-8.79%$211,558$263,725-9.41%-11.41%-4.94%-7.96%0.76%
201917.13%8.01%$226,648$284,8407.64%11.16%7.57%11.85%0.25%
201922.20%3.24%$231,639$294,0733.20%3.99%1.63%0.70%0.09%
201930.64%1.81%$233,130$299,3900.66%-1.92%1.00%4.21%0.63%
201942.43%4.09%$238,804$311,6213.45%3.91%2.85%-0.16%0.18%
20195-4.58%-6.38%$227,865$291,748-6.40%-8.13%-5.54%0.14%0.72%
201964.94%6.96%$239,129$312,0527.00%6.84%5.89%1.54%0.46%
201970.32%1.51%$239,891$316,7700.96%0.75%-1.80%1.70%-0.06%
20198-1.90%-1.67%$235,334$311,466-3.01%-5.44%-2.44%3.75%0.78%
201992.65%1.95%$241,564$317,5343.62%3.98%2.82%1.93%-0.13%
2019101.59%2.21%$245,414$324,5531.41%1.75%3.45%1.13%0.31%
2019111.57%3.62%$249,274$336,3013.08%2.48%1.05%-1.30%-0.05%
2019122.30%2.90%$272,863$363,9152.66%2.78%4.17%0.76%0.16%
* End-of-month balance includes the annual contribution/withdrawal

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1SPDR S&P 500 ETF Trust
Large-cap Value30.22%46.74%
Large-cap Growth2.12%53.01%
Mid-cap Value9.48%0.00%
Mid-cap Growth0.77%0.00%
Small-cap Value4.43%0.17%
Small-cap Growth3.02%0.00%
Global ex-US Developed Markets14.03%0.00%
Emerging Markets4.50%0.00%
REITs11.15%0.00%
Corporate Bonds0.00%0.04%
Long-Term Treasuries0.00%0.00%
Intermediate-Term Treasuries0.00%0.01%
Short-Term Treasuries20.29%0.02%
R Squared99.69%99.96%
Style analysis is based on monthly returns from Jan 2010 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
TickerNameCategoryWeightERP/EDurationReturn ContributionRisk Contribution
IWDiShares Russell 1000 Value ETFLarge Value36.00%0.19%14.40$45,44442.90%
VBRVanguard Small-Cap Value ETFSmall Value16.00%0.07%12.46$19,04723.21%
VEUVanguard FTSE All-Wld ex-US ETFForeign Large Blend18.00%0.08%14.11$13,66823.60%
VNQVanguard Real Estate ETFReal Estate10.00%0.12%25.90$11,95110.69%
SHYiShares 1-3 Year Treasury Bond ETFShort Government20.00%0.15%1.85$2,783-0.41%
100.00%0.14%15.381.85$92,893100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 05/29/2020. (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 1SPDR S&P 500 ETF Trust
Arithmetic Mean (monthly)0.74%1.12%
Arithmetic Mean (annualized)9.23%14.30%
Geometric Mean (monthly)0.69%1.06%
Geometric Mean (annualized)8.66%13.44%
Volatility (monthly)3.00%3.59%
Volatility (annualized)10.39%12.44%
Downside Deviation (monthly)1.87%2.15%
Max. Drawdown-16.92%-16.23%
US Market Correlation0.971.00
Beta(*)0.811.00
Alpha (annualized)-1.96%0.00%
R292.91%100.00%
Sharpe Ratio0.801.04
Sortino Ratio1.271.71
Treynor Ratio (%)10.3212.88
Calmar Ratio0.771.12
Active Return-4.78%N/A
Tracking Error3.68%N/A
Information Ratio-1.30N/A
Skewness-0.28-0.35
Excess Kurtosis0.820.54
Historical Value-at-Risk (5%)-5.08%-6.09%
Analytical Value-at-Risk (5%)-4.18%-4.79%
Conditional Value-at-Risk (5%)-6.26%-7.18%
Upside Capture Ratio (%)73.12100.00
Downside Capture Ratio (%)85.88100.00
Safe Withdrawal Rate14.43%17.02%
Perpetual Withdrawal Rate6.35%10.30%
Positive Periods83 out of 120 (69.17%)85 out of 120 (70.83%)
Gain/Loss Ratio0.850.88
* SPDR S&P 500 ETF Trust 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 monthsSep 20121 year1 year 5 months-16.92%
2May 2010Jun 20102 monthsOct 20104 months6 months-10.56%
3Sep 2018Dec 20184 monthsApr 20194 months8 months-9.94%
4Jun 2015Feb 20169 monthsJul 20165 months1 year 2 months-9.20%
5May 2019May 20191 monthJun 20191 month2 months-4.58%
6Feb 2018Mar 20182 monthsAug 20185 months7 months-4.43%
7Aug 2013Aug 20131 monthSep 20131 month2 months-3.22%
8Sep 2014Sep 20141 monthNov 20142 months3 months-3.18%
9Jan 2010Jan 20101 monthMar 20102 months3 months-2.93%
10Jan 2014Jan 20141 monthFeb 20141 month2 months-2.31%
Worst 10 drawdowns included above

Drawdowns for SPDR S&P 500 ETF Trust

Drawdowns for SPDR S&P 500 ETF Trust (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1May 2011Sep 20115 monthsFeb 20125 months10 months-16.23%
2Oct 2018Dec 20183 monthsApr 20194 months7 months-13.52%
3May 2010Jun 20102 monthsOct 20104 months6 months-12.71%
4Aug 2015Sep 20152 monthsMay 20168 months10 months-8.48%
5Apr 2012May 20122 monthsAug 20123 months5 months-6.63%
6May 2019May 20191 monthJun 20191 month2 months-6.38%
7Feb 2018Mar 20182 monthsJul 20184 months6 months-6.28%
8Jan 2010Jan 20101 monthMar 20102 months3 months-3.63%
9Jan 2014Jan 20141 monthFeb 20141 month2 months-3.52%
10Dec 2014Jan 20152 monthsFeb 20151 month3 months-3.21%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
IWDiShares Russell 1000 Value ETF11.60%12.68%32.09%-8.42%-18.76%0.891.430.98
VBRVanguard Small-Cap Value ETF11.92%15.82%36.55%-12.26%-23.99%0.761.200.95
VEUVanguard FTSE All-Wld ex-US ETF5.18%15.15%27.39%-14.19%-25.55%0.370.560.86
VNQVanguard Real Estate ETF11.95%15.31%30.36%-6.02%-17.36%0.781.330.63
SHYiShares 1-3 Year Treasury Bond ETF1.10%0.84%3.38%0.21%-0.90%0.651.22-0.31

Monthly Correlations

Correlations for the portfolio assets
TickerNameIWDVBRVEUVNQSHYPortfolio 1SPDR S&P 500 ETF Trust
IWDiShares Russell 1000 Value ETF1.000.950.840.62-0.360.980.98
VBRVanguard Small-Cap Value ETF0.951.000.780.63-0.330.950.92
VEUVanguard FTSE All-Wld ex-US ETF0.840.781.000.57-0.170.900.86
VNQVanguard Real Estate ETF0.620.630.571.000.120.730.62
SHYiShares 1-3 Year Treasury Bond ETF-0.36-0.33-0.170.121.00-0.25-0.31

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1
IWDiShares Russell 1000 Value ETF$45,444
VBRVanguard Small-Cap Value ETF$19,047
VEUVanguard FTSE All-Wld ex-US ETF$13,668
VNQVanguard Real Estate ETF$11,951
SHYiShares 1-3 Year Treasury Bond ETF$2,783

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1
IWDiShares Russell 1000 Value ETF42.90%
VBRVanguard Small-Cap Value ETF23.21%
VEUVanguard FTSE All-Wld ex-US ETF23.60%
VNQVanguard Real Estate ETF10.69%
SHYiShares 1-3 Year Treasury Bond ETF-0.41%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1SPDR S&P 500 ETF Trust
AverageHighLowAverageHighLow
1 year9.08%20.54%-7.86%14.03%32.31%-4.56%
3 years8.45%14.41%5.04%13.31%20.31%8.77%
5 years8.18%11.03%4.16%12.99%15.68%8.37%
7 years8.54%9.11%7.77%13.39%14.59%12.59%
10 years8.66%8.66%8.66%13.44%13.44%13.44%
Result statistics are based on annualized rolling returns over full calendar year periods