Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | S&P 500 | 81% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | Short-Term Bond | 9% |
BTC-USD Bitcoin | 5% | |
ETH-USD Ethereum | 5% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in VOO+BSV+BTC+ETH, 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 Jun 9, 2026, the VOO+BSV+BTC+ETH returned 2.99% Year-To-Date and 25.21% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio VOO+BSV+BTC+ETH | 0.09% | -2.43% | 2.99% | 2.74% | 16.67% | 20.81% | 12.96% | 25.21% |
| Portfolio components: | ||||||||
BSV Vanguard Short-Term Bond Index Fund ETF Shares | -0.01% | -0.38% | 0.10% | 0.53% | 3.66% | 4.42% | 1.57% | 1.91% |
BTC-USD Bitcoin | -1.22% | -22.47% | -28.54% | -31.02% | -40.89% | 33.16% | 10.82% | 59.68% |
ETH-USD Ethereum | -1.64% | -28.55% | -43.98% | -46.81% | -33.81% | -3.34% | -8.64% | 61.34% |
VOO Vanguard S&P 500 ETF | 0.25% | 0.24% | 8.72% | 8.77% | 24.91% | 21.45% | 13.49% | 15.35% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 7, 2015, VOO+BSV+BTC+ETH's average daily return is +0.08%, while the average monthly return is +2.32%. At this rate, an investment would double in approximately 2.5 years.
Historically, 65% of months were positive and 35% were negative. The best month was Mar 2016 with a return of +28.2%, while the worst month was Mar 2020 at -14.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, VOO+BSV+BTC+ETH closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +9.3%, while the worst single day was Mar 12, 2020 at -13.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.19% | -2.09% | -3.90% | 9.54% | 3.60% | -3.36% | 2.99% | ||||||
| 2025 | 2.66% | -3.44% | -5.31% | 0.05% | 7.68% | 4.22% | 4.66% | 2.73% | 2.66% | 1.42% | -1.59% | -0.06% | 16.05% |
| 2024 | 1.36% | 8.63% | 4.18% | -4.96% | 5.82% | 2.17% | 0.93% | 0.52% | 2.33% | -0.50% | 9.07% | -2.72% | 29.19% |
| 2023 | 8.82% | -2.00% | 5.42% | 1.59% | 0.01% | 5.98% | 2.29% | -2.39% | -3.71% | 0.11% | 8.70% | 5.18% | 33.20% |
| 2022 | -6.50% | -1.63% | 3.68% | -8.89% | -1.70% | -9.87% | 11.17% | -4.65% | -8.65% | 7.74% | 2.81% | -5.27% | -21.78% |
| 2021 | 3.69% | 4.81% | 8.43% | 6.53% | -1.25% | 0.46% | 3.50% | 5.11% | -5.13% | 10.00% | -0.51% | 0.82% | 41.82% |
Benchmark Metrics
VOO+BSV+BTC+ETH has an annualized alpha of 12.03%, beta of 0.90, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since August 07, 2015.
- This portfolio captured 118.90% of S&P 500 Index gains but only 69.16% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 12.03% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.90 and R2 of 0.69, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 12.03%
- Beta
- 0.90
- R²
- 0.69
- Upside Capture
- 118.90%
- Downside Capture
- 69.16%
Expense Ratio
VOO+BSV+BTC+ETH has an expense ratio of 0.03%, 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.
Return for Risk
Risk / Return Rank
VOO+BSV+BTC+ETH ranks 16 for risk / return — in the bottom 16% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for VOO+BSV+BTC+ETH and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.26 | 1.94 | -0.67 |
| Sortino ratioReturn per unit of downside risk | 1.75 | 2.63 | -0.87 |
| Omega ratioGain probability vs. loss probability | 1.21 | 1.35 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.59 | -1.05 |
| Martin ratioReturn relative to average drawdown | 5.16 | 11.84 | -6.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
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Dividends
Dividend yield
VOO+BSV+BTC+ETH provided a 1.21% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.21% | 1.26% | 1.31% | 1.40% | 1.51% | 1.14% | 1.41% | 1.73% | 1.85% | 1.59% | 1.77% | 1.83% |
| Portfolio components: | ||||||||||||
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 4.00% | 3.83% | 3.38% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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 VOO+BSV+BTC+ETH. 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 VOO+BSV+BTC+ETH was 33.13%, occurring on Mar 23, 2020. Recovery took 131 trading sessions.
The current VOO+BSV+BTC+ETH drawdown is 3.48%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.13%Mar 2020 | 1mo 7d | 4mo 11d | 5mo 18dFeb 2020 - Aug 2020 |
Bear market2022 | -27.83%Oct 2022 | 11mo 7d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -25.20%Dec 2018 | 11mo | 5mo 24d | 1y 4moJan 2018 - Jun 2019 |
2025 selloff2025 | -19.56%Apr 2025 | 3mo 22d | 2mo 20d | 6mo 12dDec 2024 - Jun 2025 |
2016 correction2016 | -12.40%Mar 2016 | 6d | 2mo 28d | 3mo 4dMar 2016 - Jun 2016 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 1.49, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.16 | 1.20 | 1.19 | 1.27 | 1.30 |
The portfolio has a diversification ratio of 1.30, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
VOO+BSV+BTC+ETH correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.83 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while BSV has the lowest at -0.02.
Asset Correlations Table
Find what VOO+BSV+BTC+ETH is missing
See which holdings overlap, where VOO+BSV+BTC+ETH is concentrated, and which low-correlation assets could fill the gaps.
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