Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | 50% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 50% |
Benchmark: S&P 500 Index · Rebalance: Every 3 months
Find the right asset allocation for Scott Burns Couch Portfolio
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Scott Burns Couch 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.
Loading charts...
Compare your portfolio against anything
Returns By Period
As of Aug 3, 2026, the Scott Burns Couch Portfolio returned 5.79% Year-To-Date and 8.69% 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 Scott Burns Couch Portfolio | 0.22% | -0.40% | 4.70% | 5.79% | 11.85% | 11.39% | 6.07% | 8.69% | 7.55% |
| Portfolio components: | |||||||||
TIP iShares TIPS Bond ETF | -0.10% | -0.65% | 0.02% | 0.54% | 1.79% | 3.73% | 0.16% | 2.37% | 3.46% |
VTI Vanguard Total Stock Market ETF | 0.53% | -0.15% | 8.77% | 10.49% | 21.84% | 18.92% | 11.74% | 14.63% | 9.58% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 5, 2003, Scott Burns Couch Portfolio's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +8.1%, while the worst month was Oct 2008 at -12.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Scott Burns Couch Portfolio closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +5.3%, while the worst single day was Mar 16, 2020 at -5.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.05% | 0.37% | -3.11% | 5.81% | 2.83% | -0.46% | -0.59% | 5.79% | |||||
| 2025 | 2.20% | 0.12% | -2.54% | -0.30% | 2.80% | 3.11% | 1.15% | 1.99% | 1.94% | 1.27% | 0.24% | -0.31% | 12.14% |
| 2024 | 0.73% | 2.13% | 2.00% | -3.02% | 3.25% | 1.92% | 1.81% | 1.47% | 1.76% | -1.30% | 3.62% | -2.40% | 12.38% |
| 2023 | 4.50% | -1.89% | 2.78% | 0.57% | -0.38% | 3.24% | 1.86% | -1.38% | -3.38% | -1.68% | 6.06% | 3.90% | 14.61% |
| 2022 | -4.06% | -0.78% | 0.59% | -5.64% | -0.64% | -5.60% | 6.82% | -3.23% | -8.00% | 4.76% | 3.55% | -3.69% | -15.79% |
| 2021 | -0.03% | 0.72% | 1.72% | 3.24% | 0.73% | 1.62% | 2.21% | 1.34% | -2.64% | 3.88% | -0.32% | 2.12% | 15.42% |
Benchmark Metrics
Scott Burns Couch Portfolio has an annualized alpha of 2.94%, beta of 0.47, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since December 05, 2003.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (57.98%) than losses (55.41%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.94% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.47 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
- 2.94%
- Beta
- 0.47
- R²
- 0.86
- Upside Capture
- 57.98%
- Downside Capture
- 55.41%
Expense Ratio
Scott Burns Couch Portfolio has an expense ratio of 0.11%, 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
Scott Burns Couch Portfolio ranks 50 for risk / return — above 50% of Portfolios peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below presents risk-adjusted performance metrics for Scott Burns Couch 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 | 1.56 | 1.42 | +0.14 |
| Sortino ratioReturn per unit of downside risk | 2.24 | 1.98 | +0.26 |
| Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 2.00 | +0.34 |
| Martin ratioReturn relative to average drawdown | 9.62 | 8.49 | +1.12 |
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 |
|---|---|---|---|---|---|---|
TIP iShares TIPS Bond ETF | 32 | 0.74 | 1.10 | 1.13 | 1.27 | 3.39 |
VTI Vanguard Total Stock Market ETF | 65 | 1.52 | 2.12 | 1.27 | 2.23 | 9.62 |
Loading charts...
Dividends
Dividend yield
Scott Burns Couch Portfolio provided a 2.64% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.64% | 2.29% | 1.89% | 2.08% | 4.31% | 2.75% | 1.30% | 1.76% | 2.37% | 1.89% | 1.70% | 1.16% |
| Portfolio components: | ||||||||||||
TIP iShares TIPS Bond ETF | 4.22% | 3.46% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% |
VTI Vanguard Total Stock Market ETF | 1.06% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Scott Burns Couch 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 Scott Burns Couch Portfolio was 31.99%, occurring on Mar 9, 2009. Recovery took 393 trading sessions.
The current Scott Burns Couch Portfolio drawdown is 1.33%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-31.99%Mar 2009 | 9mo 23d | 1y 6mo | 2y 4moMay 2008 - Sep 2010 | Financial crisis2007–2009 |
-19.76%Mar 2020 | 27d | 2mo 22d | 3mo 19dFeb 2020 - Jun 2020 | COVID crash2020 |
-19.57%Sep 2022 | 9mo 3d | 1y 5mo | 2y 2moDec 2021 - Mar 2024 | Bear market2022 |
-10.63%Dec 2018 | 3mo 26d | 2mo 27d | 6mo 23dAug 2018 - Mar 2019 | Rate-hike selloffLate 2018 |
-9.44%Apr 2025 | 1mo 17d | 2mo 5d | 3mo 22dFeb 2025 - Jun 2025 | 2025 selloff2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Diversification
AI Analysis
The gist
A 50/50 portfolio of Treasury Inflation-Protected Securities (TIP) and Vanguard Total Stock Market ETF (VTI), expressing a sensible two-engine thesis: real bonds for inflation protection, equities for growth. The diversification is real, though modest.
The numbers
- Diversification ratio: 1.15 over one year, 1.29 since inception; the recent figure ranks at just the 24.1st percentile, versus 53.6th over the full history.
- TIP and VTI have a -0.09 correlation, so they have generally moved slightly apart rather than in lockstep.
- Effective asset count is 2.0 of 2: no internal concentration, but also no third source of risk behavior.
The good
- The portfolio has two distinct clusters, with TIP’s portfolio correlation at 0.23 and VTI’s at 0.92.
- The structure is transparent. There are no hidden semiconductor, credit, or long-duration bets pretending to be diversification.
The bad
- Recent diversification has weakened: equities and real bonds have behaved more similarly than their long-run relationship suggests.
- With only two holdings, each asset remains a large vote on the portfolio’s outcome.
The ugly
- A rise in real yields can pressure both TIP prices and equity valuations, temporarily removing the hedge precisely when the portfolio wants one.
Next steps
- Portfolios with this profile are typically complemented by exposures whose drivers sit outside both equity duration and real-rate risk.
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.15 | 1.18 | 1.20 | 1.23 | 1.29 |
The portfolio has a diversification ratio of 1.29, in line with the typical range across portfolios.
Scott Burns Couch 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. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2003 | 0.91 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while TIP has the lowest at -0.10.
Asset Correlations Table
Find what Scott Burns Couch Portfolio is missing
See which holdings overlap, where Scott Burns Couch Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification