Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VUG Vanguard Growth ETF | Large Cap Growth Equities | 60% |
VXUS Vanguard Total International Stock ETF | Global Equities | 30% |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | Government Bonds, Ultrashort Bond | 10% |
Benchmark: S&P 500 Index · Rebalance: Every 3 months
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Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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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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Compare your portfolio against anything
Returns By Period
As of Aug 3, 2026, the Growth Portfolio returned 7.43% Year-To-Date and 13.82% of annualized return in the last 10 years.
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.70% | 0.09% | 7.94% | 9.41% | 20.07% | 17.84% | 11.25% | 13.26% | 8.09% |
Portfolio Growth Portfolio | 0.60% | -0.27% | 6.43% | 7.43% | 18.17% | 18.79% | 10.81% | 13.82% | 11.68% |
| Portfolio components: | |||||||||
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 0.03% | 0.26% | 1.78% | 2.08% | 3.76% | 4.56% | 3.54% | 2.24% | 1.37% |
VUG Vanguard Growth ETF | 1.10% | -0.35% | 6.39% | 5.02% | 15.36% | 21.19% | 12.16% | 17.38% | 12.08% |
VXUS Vanguard Total International Stock ETF | -0.21% | -0.29% | 6.78% | 12.75% | 27.56% | 17.23% | 8.78% | 9.44% | 6.55% |
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, 64% of months were positive and 36% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.94% | -0.85% | -5.45% | 10.94% | 5.88% | -2.44% | -0.94% | 7.43% | |||||
| 2025 | 2.21% | -1.20% | -4.79% | 2.09% | 7.02% | 5.01% | 2.07% | 1.73% | 3.89% | 2.92% | -0.82% | 0.48% | 22.05% |
| 2024 | 0.82% | 5.19% | 1.81% | -3.16% | 5.02% | 3.89% | -0.24% | 2.12% | 2.25% | -1.45% | 4.14% | -0.45% | 21.42% |
| 2023 | 8.86% | -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 0.58%, beta of 0.93, 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 (92.80%) - typical of diversified or defensive assets.
- With beta of 0.93 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
- 0.58%
- Beta
- 0.93
- R²
- 0.94
- Upside Capture
- 93.06%
- Downside Capture
- 92.80%
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 24 for risk / return — above 24% of Portfolios peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return 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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.11 | 1.42 | -0.30 |
| Sortino ratioReturn per unit of downside risk | 1.61 | 1.98 | -0.36 |
| Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.00 | -0.46 |
| Martin ratioReturn relative to average drawdown | 5.56 | 8.49 | -2.94 |
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 |
|---|---|---|---|---|---|---|
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 100 | 19.13 | 153.14 | 69.35 | 349.28 | 2,476.90 |
VUG Vanguard Growth ETF | 29 | 0.72 | 1.10 | 1.13 | 0.78 | 2.47 |
VXUS Vanguard Total International Stock ETF | 69 | 1.62 | 2.24 | 1.30 | 2.42 | 8.87 |
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Dividends
Dividend yield
Growth Portfolio provided a 1.36% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.36% | 1.61% | 1.79% | 1.81% | 1.48% | 1.22% | 1.07% | 1.70% | 1.91% | 1.57% | 1.72% | 1.63% |
| Portfolio components: | ||||||||||||
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 3.46% | 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 | 0.40% | 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 3.94%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-29.93%Oct 2022 | 10mo 26d | 1y 3mo | 2y 2moNov 2021 - Jan 2024 | Bear market2022 |
-29.21%Mar 2020 | 1mo 2d | 3mo 15d | 4mo 17dFeb 2020 - Jul 2020 | COVID crash2020 |
-18.86%Oct 2011 | 5mo 4d | 4mo 28d | 10mo 2dMay 2011 - Feb 2012 | — |
-17.81%Dec 2018 | 3mo 26d | 3mo 12d | 7mo 8dAug 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
-17.27%Apr 2025 | 1mo 18d | 1mo 8d | 2mo 26dFeb 2025 - May 2025 | 2025 selloff2025 |
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. large-cap growth bet, with global equities providing a second expression of equity risk and ultrashort Treasuries providing the escape hatch.
The numbers
- Diversification ratio is 1.05–1.07, around the 8th–12th percentile of platform portfolios: effectively little diversification benefit.
- Effective asset count is 2.17 of 3; the portfolio has three tickers, but only two meaningful risk clusters.
- Vanguard Growth ETF (VUG) and Vanguard Total International Stock ETF (VXUS) correlate at 0.75, while Treasury Bill ETF (BIL) is near 0.00 with both.
The good
- BIL is doing exactly what an ultrashort bond sleeve is supposed to do: remain separate from the equity cluster.
- The global-equity allocation prevents the portfolio from being purely domestic, even if it does not prevent it from being equity-heavy.
The bad
- VUG drives 97% of the portfolio’s movement relative to the portfolio itself; VXUS is largely accompanying it.
- The diversification ratio has stayed near 1.05 across every horizon, so this is a persistent structure, not a recent accident.
The ugly
- A growth-stock drawdown can stress VUG and VXUS together, leaving the 10% BIL sleeve as the only independent component.
Next steps
- Portfolios with this correlation profile are typically complemented by larger exposures whose earnings drivers sit outside global equities.
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 | 1.05 | 1.05 | 1.05 |
The portfolio has a diversification ratio of 1.05, placing it in the bottom quartile across portfolios. The holdings provided limited volatility reduction when combined.
Growth Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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.
Asset Correlations Table
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