Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | 33.34% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 33.33% |
VXUS Vanguard Total International Stock ETF | Global Equities | 33.33% |
Benchmark: S&P 500 Index · Rebalance: Every 3 months
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Scott Burns Margaritaville 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 Aug 3, 2026, the Scott Burns Margaritaville Portfolio returned 8.09% Year-To-Date and 9.06% 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 Margaritaville Portfolio | 0.07% | -0.36% | 5.39% | 8.09% | 16.90% | 13.38% | 7.06% | 9.06% | 7.86% |
| 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% |
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, Scott Burns Margaritaville Portfolio's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +8.5%, while the worst month was Mar 2020 at -10.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Scott Burns Margaritaville Portfolio closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +5.6%, while the worst single day was Mar 16, 2020 at -7.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.56% | 2.03% | -4.82% | 6.45% | 3.10% | -0.38% | -0.74% | 8.09% | |||||
| 2025 | 2.59% | 0.70% | -1.53% | 0.73% | 3.48% | 3.40% | 0.47% | 2.73% | 2.44% | 1.38% | 0.30% | 0.63% | 18.62% |
| 2024 | -0.09% | 2.39% | 2.40% | -2.79% | 3.51% | 1.01% | 2.08% | 1.78% | 2.05% | -2.35% | 2.37% | -2.55% | 9.99% |
| 2023 | 5.89% | -2.70% | 2.80% | 1.00% | -1.42% | 3.64% | 2.54% | -2.40% | -3.39% | -2.24% | 6.78% | 4.30% | 15.03% |
| 2022 | -3.65% | -1.48% | 0.30% | -5.92% | 0.07% | -6.38% | 5.76% | -3.64% | -8.61% | 4.30% | 6.70% | -3.13% | -15.73% |
| 2021 | 0.06% | 1.25% | 1.77% | 3.08% | 1.51% | 0.96% | 1.10% | 1.38% | -2.90% | 3.55% | -1.63% | 2.59% | 13.28% |
Benchmark Metrics
Scott Burns Margaritaville Portfolio has an annualized alpha of 0.33%, beta of 0.62, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since January 28, 2011.
- This portfolio participated in 71.94% of S&P 500 Index downside but only 63.06% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.62 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
- 0.33%
- Beta
- 0.62
- R²
- 0.88
- Upside Capture
- 63.06%
- Downside Capture
- 71.94%
Expense Ratio
Scott Burns Margaritaville Portfolio has an expense ratio of 0.09%, 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 Margaritaville Portfolio ranks 53 for risk / return — above 53% 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 Margaritaville 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 | 1.63 | 1.42 | +0.21 |
| Sortino ratioReturn per unit of downside risk | 2.31 | 1.98 | +0.33 |
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.00 | +0.32 |
| Martin ratioReturn relative to average drawdown | 9.35 | 8.49 | +0.86 |
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 |
VXUS Vanguard Total International Stock ETF | 69 | 1.62 | 2.24 | 1.30 | 2.42 | 8.87 |
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Dividends
Dividend yield
Scott Burns Margaritaville Portfolio provided a 2.62% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.62% | 2.59% | 2.39% | 2.47% | 3.91% | 2.86% | 1.58% | 2.20% | 2.64% | 2.17% | 2.11% | 1.72% |
| 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% |
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 Scott Burns Margaritaville 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 Margaritaville Portfolio was 23.92%, occurring on Mar 18, 2020. Recovery took 87 trading sessions.
The current Scott Burns Margaritaville Portfolio drawdown is 1.66%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-23.92%Mar 2020 | 1mo 4d | 4mo 6d | 5mo 10dFeb 2020 - Jul 2020 | COVID crash2020 |
-22.48%Oct 2022 | 11mo 7d | 1y 5mo | 2y 4moNov 2021 - Mar 2024 | Bear market2022 |
-14.20%Oct 2011 | 5mo 4d | 4mo 17d | 9mo 21dMay 2011 - Feb 2012 | — |
-13.75%Dec 2018 | 10mo 29d | 5mo 28d | 1y 4moJan 2018 - Jun 2019 | Rate-hike selloffLate 2018 |
-13.56%Feb 2016 | 9mo 19d | 6mo 9d | 1y 3moApr 2015 - Aug 2016 | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
AI Analysis
The gist
The portfolio is a roughly equal bet on global equities, with Treasury Inflation-Protected Securities providing the ballast; the ballast works, though the two equity funds are largely one object wearing two geographic labels.
The numbers
- Diversification ratio is 1.11 over one year and 1.19 since inception, ranking from the 17.9th to 41.3rd percentile: modest benefit, below most platform portfolios.
- Effective asset count is 3.0 of 3, so the weights are evenly distributed rather than concentrated in a single holding.
- Vanguard Total Stock Market ETF (VTI) and Vanguard Total International Stock ETF (VXUS) correlate at 0.82; TIP’s correlations are -0.05 with VTI and 0.01 with VXUS.
The good
- iShares TIPS Bond ETF (TIP) has only 0.14 correlation with the portfolio, providing the actual diversification rather than merely another equity sleeve.
- The three holdings express distinct asset-class roles, with no position dominating by weight.
The bad
- VTI and VXUS form one equity cluster, so the portfolio has three funds but closer to two major risk engines.
- Its current one-year diversification is weaker than its longer history, as equity co-movement has recently done what equity co-movement does.
The ugly
- A global equity selloff would likely hit both stock funds together; TIP’s protection could depend on whether the shock is inflationary or disinflationary.
Next steps
- Portfolios with this structure are typically complemented by exposures whose drivers sit outside both equity risk and real-rate risk.
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, 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 | 1.11 | 1.16 | 1.17 | 1.17 | 1.19 |
The portfolio has a diversification ratio of 1.19, placing it in the bottom quartile across portfolios. The holdings provided limited volatility reduction when combined.
Scott Burns Margaritaville Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011 | 0.92 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while TIP has the lowest at -0.05.
Asset Correlations Table
Find what Scott Burns Margaritaville Portfolio is missing
See which holdings overlap, where Scott Burns Margaritaville Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification