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.

$ .00
$ .00
%
%
%
Portfolio Assets 
Asset 1
%
%
%
Asset 2
%
%
%
Asset 3
%
%
%
Asset 4
%
%
%
Asset 5
%
%
%
Asset 6
%
%
%
Asset 7
%
%
%
Asset 8
%
%
%
Asset 9
%
%
%
Asset 10
%
%
%
Total
%
%
%

Portfolio Analysis Results (Jan 2011 - Dec 2020)

Portfolio Allocations

Russell 2000
Ticker Name Allocation
VTWO Vanguard Russell 2000 ETF 100.00%
Save portfolio »
TSM
Ticker Name Allocation
VTI Vanguard Total Stock Market ETF 100.00%
Save portfolio »
Global TSM
Ticker Name Allocation
VT Vanguard Total World Stock ETF 100.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Russell 2000$10,000$28,952 11.22% 18.85%38.76%-11.14%-32.17% 0.630.950.93
TSM$10,000$36,333 13.77% 14.11%33.45%-5.21%-20.84% 0.951.521.00
Global TSM$10,000$24,429 9.34% 14.33%26.82%-9.76%-22.15% 0.660.990.97
Vanguard 500 Index Investor$10,000$36,187 13.72% 13.54%32.18%-4.52%-19.63% 0.981.591.00
   

Trailing Returns

Trailing Returns
NameAnnualized ReturnAnnualized Volatility
3 Month1 year3 year5 year10 yearFull3 year5 year
Russell 200031.43%20.20%10.35%13.34%11.22%11.22%25.69%21.55%
TSM14.75%21.03%14.45%15.44%13.77%13.77%19.56%15.94%
Global TSM15.50%16.61%10.09%12.51%9.34%9.34%18.64%15.29%
Vanguard 500 Index Investor12.12%18.25%14.03%15.07%13.72%13.72%18.80%15.26%
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
YearInflationRussell 2000TSMGlobal TSMVanguard 500 Index InvestorVanguard Russell 2000 ETF (VTWO)Vanguard Total Stock Market ETF (VTI)Vanguard Total World Stock ETF (VT)
ReturnBalanceReturnBalanceReturnBalanceReturnBalance
20112.96%-4.40%$9,5600.97%$10,097-7.50%$9,2501.97%$10,197-4.40%0.97%-7.50%
20121.74%16.27%$11,11616.45%$11,75817.12%$10,83315.82%$11,81016.27%16.45%17.12%
20131.50%38.76%$15,42433.45%$15,69122.95%$13,31932.18%$15,61038.76%33.45%22.95%
20140.76%5.01%$16,19712.54%$17,6593.67%$13,80813.51%$17,7195.01%12.54%3.67%
20150.73%-4.44%$15,4780.36%$17,723-1.86%$13,5511.25%$17,940-4.44%0.36%-1.86%
20162.07%21.37%$18,78612.83%$19,9968.51%$14,70511.82%$20,06021.37%12.83%8.51%
20172.11%14.68%$21,54421.21%$24,23824.49%$18,30721.67%$24,40714.68%21.21%24.49%
20181.91%-11.14%$19,144-5.21%$22,974-9.76%$16,520-4.52%$23,302-11.14%-5.21%-9.76%
20192.29%25.81%$24,08630.67%$30,02126.82%$20,95031.33%$30,60225.81%30.67%26.82%
20201.36%20.20%$28,95221.03%$36,33316.61%$24,42918.25%$36,18720.20%21.03%16.61%
Monthly returns for the configured portfolios
YearMonthRussell 2000 ReturnTSM ReturnGlobal TSM ReturnVanguard 500 Index Investor ReturnVanguard Russell 2000 ETF (VTWO)Vanguard Total Stock Market ETF (VTI)Vanguard Total World Stock ETF (VT)
20111-0.36%2.05%1.40%2.36%-0.36%2.05%1.40%
201125.05%3.70%2.93%3.42%5.05%3.70%2.93%
201132.98%0.42%-0.06%0.03%2.98%0.42%-0.06%
201142.60%2.90%4.35%2.95%2.60%2.90%4.35%
20115-1.93%-1.06%-2.27%-1.15%-1.93%-1.06%-2.27%
20116-2.24%-1.79%-1.34%-1.67%-2.24%-1.79%-1.34%
20117-3.53%-2.27%-2.15%-2.05%-3.53%-2.27%-2.15%
20118-9.56%-6.09%-7.25%-5.45%-9.56%-6.09%-7.25%
20119-10.43%-7.57%-10.72%-7.04%-10.43%-7.57%-10.72%
20111015.23%11.37%11.27%10.91%15.23%11.37%11.27%
201111-0.68%-0.37%-1.24%-0.23%-0.68%-0.37%-1.24%
2011120.79%0.98%-1.02%1.02%0.79%0.98%-1.02%
201217.07%5.07%5.47%4.46%7.07%5.07%5.47%
201222.70%4.22%4.77%4.31%2.70%4.22%4.77%
201232.27%3.06%1.17%3.28%2.27%3.06%1.17%
20124-1.53%-0.64%-1.18%-0.64%-1.53%-0.64%-1.18%
20125-6.68%-6.23%-8.93%-6.02%-6.68%-6.23%-8.93%
201265.18%4.05%5.13%4.11%5.18%4.05%5.13%
20127-1.10%0.88%0.72%1.37%-1.10%0.88%0.72%
201283.05%2.70%2.48%2.24%3.05%2.70%2.48%
201293.13%2.49%3.11%2.58%3.13%2.49%3.11%
201210-2.24%-1.81%-0.60%-1.86%-2.24%-1.81%-0.60%
2012110.64%0.77%1.53%0.56%0.64%0.77%1.53%
2012123.45%1.29%3.10%0.90%3.45%1.29%3.10%
201316.33%5.42%4.01%5.18%6.33%5.42%4.01%
201321.29%1.28%-0.31%1.34%1.29%1.28%-0.31%
201334.25%3.95%2.35%3.74%4.25%3.95%2.35%
20134-0.31%1.61%2.68%1.91%-0.31%1.61%2.68%
201353.95%2.44%-0.56%2.33%3.95%2.44%-0.56%
20136-0.18%-1.43%-2.66%-1.35%-0.18%-1.43%-2.66%
201376.69%5.75%5.16%5.07%6.69%5.75%5.16%
20138-3.10%-3.03%-2.46%-2.91%-3.10%-3.03%-2.46%
201396.48%3.90%5.59%3.12%6.48%3.90%5.59%
2013102.39%4.27%3.71%4.59%2.39%4.27%3.71%
2013113.92%2.70%1.54%3.03%3.92%2.70%1.54%
2013121.98%2.73%2.19%2.51%1.98%2.73%2.19%
20141-2.74%-3.17%-4.44%-3.47%-2.74%-3.17%-4.44%
201424.67%4.87%5.21%4.56%4.67%4.87%5.21%
20143-0.63%0.51%0.48%0.82%-0.63%0.51%0.48%
20144-3.89%0.06%0.74%0.72%-3.89%0.06%0.74%
201450.98%2.10%2.05%2.33%0.98%2.10%2.05%
201465.17%2.62%2.21%2.05%5.17%2.62%2.21%
20147-5.98%-1.99%-1.75%-1.39%-5.98%-1.99%-1.75%
201484.78%4.15%2.65%3.98%4.78%4.15%2.65%
20149-5.96%-2.10%-3.34%-1.41%-5.96%-2.10%-3.34%
2014106.59%2.75%0.94%2.42%6.59%2.75%0.94%
2014110.07%2.48%1.26%2.68%0.07%2.48%1.26%
2014122.91%-0.04%-1.99%-0.26%2.91%-0.04%-1.99%
20151-3.33%-2.74%-1.63%-3.02%-3.33%-2.74%-1.63%
201526.00%5.74%5.95%5.74%6.00%5.74%5.95%
201531.76%-1.16%-1.21%-1.59%1.76%-1.16%-1.21%
20154-2.45%0.62%2.55%0.95%-2.45%0.62%2.55%
201552.14%1.30%0.33%1.27%2.14%1.30%0.33%
201560.93%-1.67%-2.22%-1.93%0.93%-1.67%-2.22%
20157-1.29%1.70%0.50%2.08%-1.29%1.70%0.50%
20158-6.26%-6.09%-6.63%-6.05%-6.26%-6.09%-6.63%
20159-4.87%-2.92%-3.71%-2.48%-4.87%-2.92%-3.71%
2015105.62%7.91%7.29%8.42%5.62%7.91%7.29%
2015113.12%0.60%-0.08%0.29%3.12%0.60%-0.08%
201512-4.95%-2.13%-2.19%-1.59%-4.95%-2.13%-2.19%
20161-8.48%-5.72%-5.87%-4.98%-8.48%-5.72%-5.87%
20162-0.36%-0.01%-1.11%-0.15%-0.36%-0.01%-1.11%
201638.02%7.11%7.98%6.78%8.02%7.11%7.98%
201641.54%0.66%1.01%0.37%1.54%0.66%1.01%
201652.29%1.73%0.65%1.78%2.29%1.73%0.65%
201660.00%0.27%-0.18%0.25%0.00%0.27%-0.18%
201675.99%3.98%4.15%3.68%5.99%3.98%4.15%
201681.61%0.21%0.35%0.13%1.61%0.21%0.35%
201691.11%0.21%0.79%0.01%1.11%0.21%0.79%
201610-4.60%-2.19%-1.97%-1.83%-4.60%-2.19%-1.97%
20161111.04%4.49%1.19%3.70%11.04%4.49%1.19%
2016122.83%1.98%1.81%1.96%2.83%1.98%1.81%
201710.35%1.86%3.00%1.88%0.35%1.86%3.00%
201721.93%3.69%2.69%3.96%1.93%3.69%2.69%
201730.10%0.06%1.48%0.10%0.10%0.06%1.48%
201741.11%1.06%1.63%1.02%1.11%1.06%1.63%
20175-1.99%1.01%1.95%1.39%-1.99%1.01%1.95%
201763.40%0.95%0.63%0.61%3.40%0.95%0.63%
201770.80%1.88%2.65%2.04%0.80%1.88%2.65%
20178-1.22%0.15%0.42%0.29%-1.22%0.15%0.42%
201796.30%2.44%2.11%2.06%6.30%2.44%2.11%
2017100.74%2.17%2.11%2.32%0.74%2.17%2.11%
2017113.00%3.03%1.90%3.06%3.00%3.03%1.90%
201712-0.48%1.16%1.60%1.10%-0.48%1.16%1.60%
201812.68%5.23%5.48%5.71%2.68%5.23%5.48%
20182-3.85%-3.76%-4.44%-3.69%-3.85%-3.76%-4.44%
201831.14%-1.95%-1.29%-2.56%1.14%-1.95%-1.29%
201841.06%0.45%0.42%0.37%1.06%0.45%0.42%
201856.09%2.72%0.57%2.39%6.09%2.72%0.57%
201860.71%0.70%-0.60%0.61%0.71%0.70%-0.60%
201871.57%3.32%2.88%3.71%1.57%3.32%2.88%
201884.37%3.43%0.86%3.25%4.37%3.43%0.86%
20189-2.39%0.20%0.08%0.55%-2.39%0.20%0.08%
201810-10.87%-7.41%-7.82%-6.85%-10.87%-7.41%-7.82%
2018111.59%2.01%1.73%2.03%1.59%2.01%1.73%
201812-12.03%-9.16%-7.22%-9.04%-12.03%-9.16%-7.22%
2019111.46%8.54%7.99%8.00%11.46%8.54%7.99%
201925.15%3.56%2.82%3.20%5.15%3.56%2.82%
20193-2.11%1.42%1.06%1.94%-2.11%1.42%1.06%
201943.45%3.93%3.47%4.04%3.45%3.93%3.47%
20195-7.78%-6.45%-5.97%-6.36%-7.78%-6.45%-5.97%
201966.89%7.08%6.37%7.03%6.89%7.08%6.37%
201970.78%1.41%0.00%1.43%0.78%1.41%0.00%
20198-4.99%-2.08%-2.10%-1.59%-4.99%-2.08%-2.10%
201992.12%1.78%2.28%1.86%2.12%1.78%2.28%
2019102.70%2.11%2.79%2.15%2.70%2.11%2.79%
2019114.07%3.79%2.56%3.62%4.07%3.79%2.56%
2019122.89%2.80%3.45%3.01%2.89%2.80%3.45%
20201-3.22%-0.06%-1.56%-0.05%-3.22%-0.06%-1.56%
20202-8.28%-8.00%-7.22%-8.24%-8.28%-8.00%-7.22%
20203-21.88%-13.91%-14.76%-12.37%-21.88%-13.91%-14.76%
2020413.83%13.13%10.37%12.81%13.83%13.13%10.37%
202056.55%5.40%5.21%4.76%6.55%5.40%5.21%
202063.48%2.29%3.07%1.98%3.48%2.29%3.07%
202072.97%5.74%5.29%5.63%2.97%5.74%5.29%
202085.54%7.10%6.01%7.18%5.54%7.10%6.01%
20209-3.29%-3.54%-2.92%-3.81%-3.29%-3.54%-2.92%
2020102.26%-1.95%-2.05%-2.67%2.26%-1.95%-2.05%
20201118.36%11.80%12.37%10.94%18.36%11.80%12.37%
2020128.59%4.68%4.94%3.84%8.59%4.68%4.94%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryRussell 2000TSMGlobal TSMVanguard 500 Index Investor
Large-cap Value0.00%31.94%11.97%45.11%
Large-cap Growth0.00%48.93%28.06%54.79%
Mid-cap Value0.00%6.55%9.58%0.00%
Mid-cap Growth12.70%4.52%1.06%0.00%
Small-cap Value41.98%2.66%0.00%0.10%
Small-cap Growth43.48%3.90%1.03%0.00%
Global ex-US Developed Markets1.84%1.38%35.75%0.00%
Emerging Markets0.00%0.11%12.56%0.00%
Corporate Bonds0.00%0.00%0.00%0.00%
Long-Term Treasuries0.00%0.00%0.00%0.00%
Intermediate-Term Treasuries0.00%0.00%0.00%0.00%
Short-Term Treasuries0.00%0.00%0.00%0.00%
R Squared98.32%99.84%99.72%99.94%
Style analysis is based on monthly returns from January 2011 to December 2020 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 Russell 2000

Holdings Based Style Analysis for Russell 2000
TickerNameCategoryWeightYieldFeesP/EReturn ContributionRisk Contribution
VTWOVanguard Russell 2000 ETFSmall Blend100.00%0.99%0.10%20.27$18,952100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Holdings Based Style Analysis for TSM

Holdings Based Style Analysis for TSM
TickerNameCategoryWeightYieldFeesP/EReturn ContributionRisk Contribution
VTIVanguard Total Stock Market ETFLarge Blend100.00%1.38%0.03%27.94$26,333100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Holdings Based Style Analysis for Global TSM

Holdings Based Style Analysis for Global TSM
TickerNameCategoryWeightYieldFeesP/EReturn ContributionRisk Contribution
VTVanguard Total World Stock ETFWorld Large Stock100.00%1.66%0.08%23.85$14,429100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fund fundamentals data as of 01/26/2021. (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
MetricRussell 2000TSMGlobal TSMVanguard 500 Index Investor
Arithmetic Mean (monthly)1.04%1.16%0.83%1.15%
Arithmetic Mean (annualized)13.20%14.89%10.46%14.75%
Geometric Mean (monthly)0.89%1.08%0.75%1.08%
Geometric Mean (annualized)11.22%13.77%9.34%13.72%
Volatility (monthly)5.44%4.07%4.14%3.91%
Volatility (annualized)18.85%14.11%14.33%13.54%
Downside Deviation (monthly)3.57%2.50%2.72%2.38%
Max. Drawdown-32.17%-20.84%-22.15%-19.63%
US Market Correlation0.931.000.971.00
Beta(*)1.251.041.021.00
Alpha (annualized)-4.84%-0.40%-4.08%0.00%
R280.68%99.25%92.37%100.00%
Sharpe Ratio0.630.950.660.98
Sortino Ratio0.951.520.991.59
Treynor Ratio (%)9.5012.899.2513.25
Calmar Ratio0.320.690.460.71
Active Return-2.51%0.05%-4.38%N/A
Tracking Error8.95%1.32%3.97%N/A
Information Ratio-0.280.03-1.10N/A
Skewness-0.46-0.39-0.52-0.34
Excess Kurtosis2.921.931.951.63
Historical Value-at-Risk (5%)-8.29%-6.24%-7.22%-6.06%
Analytical Value-at-Risk (5%)-7.91%-5.53%-5.97%-5.28%
Conditional Value-at-Risk (5%)-12.21%-8.75%-9.45%-8.32%
Upside Capture Ratio (%)109.79102.5291.17100.00
Downside Capture Ratio (%)133.16103.99115.03100.00
Safe Withdrawal Rate14.99%16.57%13.24%16.67%
Perpetual Withdrawal Rate8.52%10.57%6.95%10.54%
Positive Periods78 out of 120 (65.00%)85 out of 120 (70.83%)77 out of 120 (64.17%)85 out of 120 (70.83%)
Gain/Loss Ratio0.900.880.940.90
* Vanguard 500 Index Investor is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Russell 2000

Drawdowns for Russell 2000 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Sep 2018Mar 20201 year 7 monthsNov 20208 months2 years 3 months-32.17%
2May 2011Sep 20115 monthsDec 20121 year 3 months1 year 8 months-25.07%
3Jul 2015Feb 20168 monthsAug 20166 months1 year 2 months-16.90%
4Jul 2014Sep 20143 monthsDec 20143 months6 months-7.36%
5Oct 2016Oct 20161 monthNov 20161 month2 months-4.60%
6Mar 2014Apr 20142 monthsJun 20142 months4 months-4.49%
7Feb 2018Feb 20181 monthMay 20183 months4 months-3.85%
8Jan 2015Jan 20151 monthFeb 20151 month2 months-3.33%
9Aug 2013Aug 20131 monthSep 20131 month2 months-3.10%
10Jan 2014Jan 20141 monthFeb 20141 month2 months-2.74%
Worst 10 drawdowns included above

Drawdowns for TSM

Drawdowns for TSM (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 monthsJul 20204 months7 months-20.84%
2May 2011Sep 20115 monthsFeb 20125 months10 months-17.58%
3Oct 2018Dec 20183 monthsApr 20194 months7 months-14.20%
4Jun 2015Sep 20154 monthsMay 20168 months1 year-8.84%
5Apr 2012May 20122 monthsAug 20123 months5 months-6.82%
6May 2019May 20191 monthJun 20191 month2 months-6.45%
7Feb 2018Mar 20182 monthsJul 20184 months6 months-5.64%
8Sep 2020Oct 20202 monthsNov 20201 month3 months-5.42%
9Jan 2014Jan 20141 monthFeb 20141 month2 months-3.17%
10Aug 2013Aug 20131 monthSep 20131 month2 months-3.03%
Worst 10 drawdowns included above

Drawdowns for Global TSM

Drawdowns for Global TSM (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 monthsAug 20205 months8 months-22.15%
2May 2011Sep 20115 monthsJan 20131 year 4 months1 year 9 months-21.87%
3Feb 2018Dec 201811 monthsOct 201910 months1 year 9 months-14.45%
4Jun 2015Feb 20169 monthsDec 201610 months1 year 7 months-13.76%
5Sep 2020Oct 20202 monthsNov 20201 month3 months-4.91%
6Sep 2014Jan 20155 monthsFeb 20151 month6 months-4.73%
7Jan 2014Jan 20141 monthFeb 20141 month2 months-4.44%
8May 2013Jun 20132 monthsJul 20131 month3 months-3.20%
9Aug 2013Aug 20131 monthSep 20131 month2 months-2.46%
10Jul 2014Jul 20141 monthAug 20141 month2 months-1.75%
Worst 10 drawdowns included above

Drawdowns for Vanguard 500 Index Investor

Drawdowns for Vanguard 500 Index Investor (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 monthsJul 20204 months7 months-19.63%
2May 2011Sep 20115 monthsFeb 20125 months10 months-16.31%
3Oct 2018Dec 20183 monthsApr 20194 months7 months-13.55%
4Aug 2015Sep 20152 monthsMay 20168 months10 months-8.38%
5Apr 2012May 20122 monthsAug 20123 months5 months-6.62%
6Sep 2020Oct 20202 monthsNov 20201 month3 months-6.38%
7May 2019May 20191 monthJun 20191 month2 months-6.36%
8Feb 2018Mar 20182 monthsJul 20184 months6 months-6.16%
9Jan 2014Jan 20141 monthFeb 20141 month2 months-3.47%
10Dec 2014Jan 20152 monthsFeb 20151 month3 months-3.27%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VTWOVanguard Russell 2000 ETF11.22%18.85%38.76%-11.14%-32.17%0.630.950.93
VTIVanguard Total Stock Market ETF13.77%14.11%33.45%-5.21%-20.84%0.951.521.00
VTVanguard Total World Stock ETF9.34%14.33%26.82%-9.76%-22.15%0.660.990.97

Monthly Correlations

Correlations for the portfolio assets
TickerNameVTWOVTIVTRussell 2000TSMGlobal TSMVanguard 500 Index Investor
VTWOVanguard Russell 2000 ETF1.000.930.891.000.930.890.90
VTIVanguard Total Stock Market ETF0.931.000.970.931.000.971.00
VTVanguard Total World Stock ETF0.890.971.000.890.971.000.96

Portfolio Return Decomposition

Portfolio return decomposition
TickerNameRussell 2000TSMGlobal TSM
VTWOVanguard Russell 2000 ETF$18,952
VTIVanguard Total Stock Market ETF$26,333
VTVanguard Total World Stock ETF$14,429

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNameRussell 2000TSMGlobal TSM
VTWOVanguard Russell 2000 ETF100.00%
VTIVanguard Total Stock Market ETF100.00%
VTVanguard Total World Stock ETF100.00%

Annual Asset Returns

Rolling returns summary
Roll PeriodRussell 2000TSMGlobal TSMVanguard 500 Index Investor
AverageHighLowAverageHighLowAverageHighLowAverageHighLow
1 year9.87%40.76%-23.96%12.97%33.45%-9.27%8.58%27.49%-12.53%13.12%32.18%-7.11%
3 years10.41%21.20%-4.60%13.01%23.02%3.99%8.84%17.46%1.10%13.16%22.80%4.96%
5 years9.71%15.78%-0.22%12.21%16.31%5.77%8.15%12.51%2.78%12.42%16.20%6.58%
7 years10.30%16.43%4.25%12.94%16.83%8.94%8.79%12.16%5.12%13.10%16.74%9.47%