3 year portfolio

The chart shows the growth of an initial investment of $10,000 in 3 year 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.

Based on dividend-adjusted daily data since May 19, 2025, 3 year portfolio's average daily return is +0.11%, while the average monthly return is +1.98%. At this rate, your investment would double in approximately 2.9 years.

Historically, 67% of months were positive and 33% were negative. The best month was Sep 2025 with a return of +22.0%, while the worst month was Feb 2026 at -11.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 3 year portfolio closed higher 54% of trading days. The best single day was Nov 24, 2025 with a return of +4.9%, while the worst single day was Feb 5, 2026 at -5.8%.

3 year portfolio has an annualized alpha of 4.16%, beta of 1.86, and R² of 0.55 versus S&P 500 Index. Calculated based on daily prices since May 19, 2025.

• This portfolio captured 317.59% of S&P 500 Index gains and 273.46% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 4.16% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 1.86 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

3 year portfolio has an expense ratio of 0.15%, 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.

There isn't enough data available to calculate the Sharpe ratio for 3 year portfolio. This metric is based on the past 12 months of trading data. Please check back later for updated information.

3 year portfolio provided a 0.68% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the 3 year 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 3 year portfolio was 26.67%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current 3 year portfolio drawdown is 22.76%.

The chart below shows the rolling one-month volatility.