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Growth Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Growth 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 Jun 24, 2026, the Growth Portfolio returned 6.38% Year-To-Date and 14.43% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-1.44%-1.45%7.60%6.59%22.24%19.20%11.54%13.71%
Portfolio
Growth Portfolio
-2.21%-2.36%6.38%5.55%21.60%20.21%11.05%14.43%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
0.01%0.28%1.67%1.76%3.84%4.60%3.45%2.20%
VUG
Vanguard Growth ETF
-2.12%-3.95%3.52%2.23%20.05%22.74%12.80%18.02%
VXUS
Vanguard Total International Stock ETF
-3.04%0.39%12.51%12.35%29.41%18.90%8.35%10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 28, 2011, Growth Portfolio's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +11.3%, while the worst month was Mar 2020 at -11.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Growth Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -10.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.94%-0.85%-5.45%10.94%5.88%-4.30%6.38%
20252.21%-1.20%-4.79%2.09%7.02%5.01%2.07%1.73%3.89%2.92%-0.82%0.48%22.05%
20240.82%5.19%1.81%-3.16%5.02%3.89%-0.24%2.12%2.25%-1.45%4.14%-0.45%21.42%
20238.86%-2.11%5.59%1.22%2.10%5.57%3.22%-1.93%-4.45%-2.02%9.47%4.19%32.71%
2022-6.49%-3.55%2.09%-9.66%-1.08%-7.36%8.90%-4.37%-9.24%3.50%6.74%-5.55%-24.83%
2021-0.54%1.20%1.65%5.00%0.01%3.54%1.57%2.67%-4.27%5.81%-0.81%2.00%18.88%

Benchmark Metrics

Growth Portfolio has an annualized alpha of 0.63%, beta of 0.92, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since January 28, 2011.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.06%) than losses (92.62%) - typical of diversified or defensive assets.
  • With beta of 0.92 and R2 of 0.94, 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
0.63%
Beta
0.92
0.94
Upside Capture
93.06%
Downside Capture
92.62%

Expense Ratio

Growth 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.


Return for Risk

Risk / Return Rank

Growth Portfolio ranks 23 for risk / return — below 23% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


Growth Portfolio Risk / Return Rank: 2323
Overall Rank
Growth Portfolio Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
Growth Portfolio Sortino Ratio Rank: 2222
Sortino Ratio Rank
Growth Portfolio Omega Ratio Rank: 2323
Omega Ratio Rank
Growth Portfolio Calmar Ratio Rank: 2222
Calmar Ratio Rank
Growth Portfolio Martin Ratio Rank: 2828
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 Growth 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.53

1.78

-0.25

Sortino ratioReturn per unit of downside risk

2.13

2.44

-0.31

Omega ratioGain probability vs. loss probability

1.28

1.32

-0.04

Calmar ratioReturn relative to maximum drawdown

2.02

2.46

-0.43

Martin ratioReturn relative to average drawdown

8.22

10.92

-2.70


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
100
19.32172.6787.16352.242,793.11
VUG
Vanguard Growth ETF
31
1.191.671.211.224.15
VXUS
Vanguard Total International Stock ETF
55
1.812.461.342.6210.07

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 Growth Portfolio Sharpe ratio is 1.53 as of Jun 24, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.49 to 2.37, 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 Growth 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

Growth Portfolio provided a 1.40% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.40%1.61%1.79%1.81%1.48%1.22%1.07%1.70%1.91%1.57%1.72%1.63%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.85%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
VUG
Vanguard Growth ETF
0.39%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%
VXUS
Vanguard Total International Stock ETF
2.59%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

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 Growth 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 Growth Portfolio was 29.93%, occurring on Oct 14, 2022. Recovery took 318 trading sessions.

The current Growth Portfolio drawdown is 4.88%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-29.93%Oct 2022
10mo 26d1y 3mo
2y 2moNov 2021 - Jan 2024
COVID crash2020
-29.21%Mar 2020
1mo 2d3mo 15d
4mo 17dFeb 2020 - Jul 2020
2011 correction2011
-18.86%Oct 2011
5mo 4d4mo 28d
10mo 2dMay 2011 - Feb 2012
Rate-hike selloffLate 2018
-17.81%Dec 2018
3mo 26d3mo 12d
7mo 8dAug 2018 - Apr 2019
2025 selloff2025
-17.27%Apr 2025
1mo 18d1mo 8d
2mo 26dFeb 2025 - May 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 bet on large-cap growth equities, with VXUS (Global Equities) acting more like a second equity sleeve than a diversifier and BIL (Government Bonds, Ultrashort Bond) contributing stability rather than much return movement.

The numbers

  • Diversification ratio is 1.05-1.07 across horizons, around the 9th-13th percentile on the platform, which is what weak diversification looks like when it has a spreadsheet.
  • Effective asset count is 2.17 of 3; in practice, the portfolio behaves like two equity exposures plus one cash-like anchor.
  • VUG (Large Cap Growth Equities) and VXUS (Global Equities) correlate 0.75, so the two largest sleeves share most of the same market risk.

The good

  • BIL (Government Bonds, Ultrashort Bond) is genuinely different from the equity sleeves, and that helps keep the portfolio from being pure equity beta.
  • The equity weights are not hidden in a single name; the portfolio is at least diversified across vehicles, even if not much across risk drivers.

The bad

  • VUG and VXUS sit in the same broad equity cluster, so the portfolio’s “diversification” is mostly geographic and stylistic, not economic.
  • The platform percentiles say the same thing the correlations do: the portfolio does not get much variance reduction from holding three assets.

The ugly

  • In an equity drawdown driven by growth multiple compression or synchronized global risk-off trading, VUG and VXUS would likely behave like one sleeve, leaving BIL as the only material offset.

Next steps

  • Portfolios with this correlation profile are usually complemented by exposures whose return drivers sit outside the equity cycle.
  • A sleeve with lower equity correlation than VXUS would change the math more than another broad equity fund would.
AI-generated analysis. Not investment advice. Verify key facts independently.
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Diversification Metrics


Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 2.17, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.


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

1.06

1.07

1.06

1.05

1.05

The portfolio has a diversification ratio of 1.05, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Growth Portfolio correlation to the S&P 500 Index

Growth Portfolio has a 0.96 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

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2011

0.96


Benchmark Correlations

Correlation vs. S&P 500 Index. VUG has the highest benchmark correlation at 0.94, while BIL has the lowest at 0.00.

BIL
0.00
VXUS
0.81
VUG
0.94

Portfolio Correlations

Correlation vs. Growth Portfolio. VUG has the highest portfolio correlation at 0.97, while BIL has the lowest at 0.00.

BIL
0.00
VXUS
0.87
VUG
0.97

Asset Correlations Table

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

BILVXUSVUG
BIL1.000.000.00
VXUS0.001.000.75
VUG0.000.751.00
The correlation results are calculated based on daily price changes starting from Jan 28, 2011
Diversification Analysis

Find what Growth Portfolio is missing

See which holdings overlap, where Growth Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification