Bill Schultheis Coffee House Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
BND Vanguard Total Bond Market ETF	Total Bond Market	40%
VOO Vanguard S&P 500 ETF	S&P 500	10%
VTV Vanguard Value ETF	Large Cap Value Equities	10%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	10%
VB Vanguard Small-Cap ETF	Small Cap Blend Equities	10%
VBR Vanguard Small-Cap Value ETF	Small Cap Value Equities	10%
VNQ Vanguard Real Estate ETF	REIT	10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Bill Schultheis Coffee House Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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Returns By Period

As of Jul 15, 2026, the Bill Schultheis Coffee House Portfolio returned 8.49% Year-To-Date and 7.40% of annualized return in the last 10 years.

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.38%	1.51%	8.33%	10.20%	20.34%	18.74%	11.59%	13.31%
Portfolio Bill Schultheis Coffee House Portfolio	0.24%	0.15%	6.22%	8.49%	14.73%	11.14%	5.60%	7.40%
Portfolio components:
BND Vanguard Total Bond Market ETF	0.28%	-0.41%	-0.17%	0.11%	3.88%	3.85%	-0.21%	1.46%
VB Vanguard Small-Cap ETF	0.24%	0.47%	9.68%	15.87%	23.75%	15.10%	7.99%	11.12%
VBR Vanguard Small-Cap Value ETF	0.06%	0.70%	10.14%	15.40%	22.31%	15.17%	9.73%	10.54%
VEA Vanguard FTSE Developed Markets ETF	1.20%	-0.81%	10.12%	13.80%	27.57%	17.99%	9.88%	10.13%
VNQ Vanguard Real Estate ETF	-0.27%	-0.08%	10.43%	12.42%	12.18%	8.46%	2.33%	4.88%
VOO Vanguard S&P 500 ETF	0.38%	1.64%	8.98%	10.87%	21.75%	20.31%	13.16%	15.20%
VTV Vanguard Value ETF	-0.35%	1.19%	12.36%	15.66%	25.06%	17.92%	12.28%	12.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 9, 2010, Bill Schultheis Coffee House Portfolio's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +8.6%, while the worst month was Mar 2020 at -10.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Bill Schultheis Coffee House Portfolio closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +6.4%, while the worst single day was Mar 12, 2020 at -8.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.54%	2.68%	-4.23%	4.85%	1.74%	1.25%	-0.39%						8.49%
2025	2.31%	0.54%	-2.17%	-0.73%	2.32%	2.72%	0.37%	2.80%	1.43%	0.30%	1.24%	0.13%	11.71%
2024	-0.94%	1.75%	2.78%	-4.14%	3.20%	0.37%	4.21%	1.93%	1.69%	-2.23%	4.02%	-4.33%	8.09%
2023	6.10%	-3.04%	0.47%	0.65%	-2.14%	3.98%	2.19%	-2.13%	-3.94%	-2.86%	7.25%	5.93%	12.23%
2022	-3.91%	-1.23%	0.56%	-5.48%	0.47%	-5.86%	5.80%	-3.53%	-7.63%	4.65%	5.53%	-3.19%	-14.00%
2021	-0.19%	2.27%	2.23%	3.10%	1.09%	0.68%	0.99%	1.18%	-2.76%	3.24%	-1.72%	3.28%	14.02%

Benchmark Metrics

Bill Schultheis Coffee House Portfolio has an annualized alpha of 0.57%, beta of 0.57, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since September 09, 2010.

This portfolio participated in 66.94% of S&P 500 Index downside but only 58.52% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.57 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 0.57%

Beta: 0.57

R²: 0.85

Upside Capture: 58.52%

Downside Capture: 66.94%

See how alpha, beta & R² have trended over time →

Expense Ratio

Bill Schultheis Coffee House Portfolio has an expense ratio of 0.05%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

VNQ

Vanguard Real Estate ETF

Vanguard Small-Cap ETF

VBR

Vanguard Small-Cap Value ETF

VTV

Vanguard Value ETF

VOO

Vanguard S&P 500 ETF

BND

Vanguard Total Bond Market ETF

VEA

Vanguard FTSE Developed Markets ETF

Return for Risk

Risk / Return Rank

Bill Schultheis Coffee House Portfolio ranks 56 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Bill Schultheis Coffee House Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.79	1.63	+0.17
Sortino ratioReturn per unit of downside risk	2.61	2.25	+0.36
Omega ratioGain probability vs. loss probability	1.33	1.30	+0.03
Calmar ratioReturn relative to maximum drawdown	2.51	2.25	+0.26
Martin ratioReturn relative to average drawdown	10.15	9.74	+0.41

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BND Vanguard Total Bond Market ETF	34	1.05	1.55	1.18	1.46	4.01
VB Vanguard Small-Cap ETF	58	1.44	2.11	1.25	2.66	9.71
VBR Vanguard Small-Cap Value ETF	59	1.49	2.22	1.26	2.53	8.99
VEA Vanguard FTSE Developed Markets ETF	61	1.63	2.25	1.30	2.38	9.03
VNQ Vanguard Real Estate ETF	31	0.88	1.29	1.16	1.47	4.61
VOO Vanguard S&P 500 ETF	67	1.75	2.41	1.32	2.45	10.70
VTV Vanguard Value ETF	89	2.43	3.50	1.44	3.96	15.04

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Bill Schultheis Coffee House Portfolio Sharpe ratio is 1.79 as of Jul 15, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.11, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Bill Schultheis Coffee House Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Bill Schultheis Coffee House Portfolio provided a 2.81% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.81%	2.90%	2.87%	2.70%	2.50%	2.06%	2.24%	2.51%	2.81%	2.44%	2.56%	2.53%
Portfolio components:
BND Vanguard Total Bond Market ETF	4.00%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
VB Vanguard Small-Cap ETF	1.21%	1.33%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%
VBR Vanguard Small-Cap Value ETF	1.78%	1.95%	1.98%	2.12%	2.03%	1.75%	1.68%	2.06%	2.35%	1.79%	1.77%	1.99%
VEA Vanguard FTSE Developed Markets ETF	2.57%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
VNQ Vanguard Real Estate ETF	3.56%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%
VOO Vanguard S&P 500 ETF	1.06%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
VTV Vanguard Value ETF	1.87%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Bill Schultheis Coffee House Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Bill Schultheis Coffee House Portfolio was 24.01%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current Bill Schultheis Coffee House Portfolio drawdown is 0.64%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-24.01%Mar 2020	1mo 1d	6mo 23d	7mo 24dFeb 2020 - Oct 2020
Bear market2022	-20.15%Oct 2022	11mo 10d	1y 9mo	2y 8moNov 2021 - Jul 2024
2011 correction2011	-12.76%Oct 2011	2mo 27d	4mo 1d	6mo 28dJul 2011 - Feb 2012
Rate-hike selloffLate 2018	-11.01%Dec 2018	3mo 26d	2mo 24d	6mo 20dAug 2018 - Mar 2019
2025 selloff2025	-10.80%Apr 2025	4mo 7d	2mo 20d	6mo 27dDec 2024 - Jun 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

AI Analysis

The gist

The portfolio is mostly a U.S. equity factor sleeve wrapped around a 40% bond anchor, so the bet is less “many independent assets” than “equities plus duration.” The math says that is a real structure, but only a modestly diversified one.

The numbers

Diversification ratio is 1.23 in the 39th–49th percentile across horizons, which is decent but not much more than “equities and bonds are different things.”
Effective asset count is 4.55 of 7, because the equity sleeve clusters tightly around one market regime.
Mean pairwise correlation is 0.54, with several near-duplicates: VB (Vanguard Small Cap Blend ETF) and VBR (Vanguard Small Cap Value ETF) at 0.97, and VOO (Vanguard S&P 500 ETF) and VTV (Vanguard Value ETF) at 0.89.

The good

BND (Vanguard Total Bond Market ETF) is doing the real diversification work; its correlations to equities sit near zero or mildly negative.
VNQ (Vanguard Real Estate ETF) and VEA (Vanguard FTSE Developed Markets ETF) do add some distinct behavior, at least relative to the U.S. core.

The bad

The equity sleeve is highly redundant: VOO, VTV, VB, and VBR sit in one cluster, so factor exposure is doing more of the work than security count.
VNQ is less a separate diversifier than a different flavor of equity risk, with a portfolio correlation of 0.78.

The ugly

In an inflation-plus-growth scare where stocks, REITs, and credit-sensitive bonds all de-rate together, the BND cushion can stop looking like a cushion and start looking like a slower-moving version of the same problem.

Next steps

Portfolios with this correlation profile are typically complemented by exposures whose earnings drivers sit outside the equity cycle, because the current sleeve is mostly one equity conversation in several fonts.
The stability of DR around 1.23 across 1Y to inception suggests the correlation structure is persistent, not accidental.

AI-generated analysis. Not investment advice. Verify key facts independently.

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Diversification Metrics

Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 4.55, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.23	1.23	1.23	1.21	1.23

The portfolio has a diversification ratio of 1.23, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Bill Schultheis Coffee House Portfolio correlation to the S&P 500 Index

Bill Schultheis Coffee House Portfolio has a 0.77 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010	0.89

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while BND has the lowest at -0.07.

-0.07

0.61

0.82

0.83

0.87

VTV

0.89

VOO

1.00

Portfolio Correlations

Correlation vs. Bill Schultheis Coffee House Portfolio. VB has the highest portfolio correlation at 0.93, while BND has the lowest at 0.13.

0.13

0.78

0.85

0.89

0.90

0.92

0.93

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	BND	VNQ	VEA	VBR	VTV	VOO	VB
BND	1.00	0.16	-0.02	-0.09	-0.11	-0.07	-0.06
VNQ	0.16	1.00	0.55	0.66	0.65	0.61	0.65
VEA	-0.02	0.55	1.00	0.75	0.79	0.82	0.77
VBR	-0.09	0.66	0.75	1.00	0.89	0.83	0.97
VTV	-0.11	0.65	0.79	0.89	1.00	0.89	0.86
VOO	-0.07	0.61	0.82	0.83	0.89	1.00	0.87
VB	-0.06	0.65	0.77	0.97	0.86	0.87	1.00

The correlation results are calculated based on daily price changes starting from Sep 9, 2010

Diversification Analysis

Find what Bill Schultheis Coffee House Portfolio is missing

See which holdings overlap, where Bill Schultheis Coffee House Portfolio is concentrated, and which low-correlation assets could fill the gaps.

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