PortfoliosLab logoPortfoliosLab logo
Scott Burns Margaritaville Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TIP 33.34%VTI 33.33%VXUS 33.33%BondBondEquityEquity

S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for Scott Burns Margaritaville 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 Optimizer

Performance

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.


Loading charts...

Returns By Period

As of Jun 3, 2026, the Scott Burns Margaritaville Portfolio returned 9.19% Year-To-Date and 9.37% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-0.74%4.90%10.35%10.28%26.52%20.83%12.30%13.66%
Portfolio
Scott Burns Margaritaville Portfolio
-0.65%3.30%9.19%9.85%21.59%15.14%7.55%9.37%
TIP
iShares TIPS Bond ETF
-0.18%-0.09%1.54%1.06%4.96%3.88%0.97%2.57%
VTI
Vanguard Total Stock Market ETF
-0.72%4.99%11.20%11.09%28.18%22.07%12.69%15.05%
VXUS
Vanguard Total International Stock ETF
-0.99%4.68%14.25%16.92%32.01%19.30%8.46%9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 31, 2011, Scott Burns Margaritaville Portfolio's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 years.

Historically, 67% of months were positive and 33% 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.56%2.03%-4.82%6.45%3.10%-0.11%9.19%
20252.59%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%
20235.89%-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%
20210.06%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 0.38%, beta of 0.62, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since January 31, 2011.

  • This portfolio participated in 71.99% of S&P 500 Index downside but only 63.11% 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
0.38%
Beta
0.62
0.88
Upside Capture
63.11%
Downside Capture
71.99%

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 52 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


Scott Burns Margaritaville Portfolio Risk / Return Rank: 5252
Overall Rank
Scott Burns Margaritaville Portfolio Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
Scott Burns Margaritaville Portfolio Sortino Ratio Rank: 5555
Sortino Ratio Rank
Scott Burns Margaritaville Portfolio Omega Ratio Rank: 5656
Omega Ratio Rank
Scott Burns Margaritaville Portfolio Calmar Ratio Rank: 4747
Calmar Ratio Rank
Scott Burns Margaritaville Portfolio Martin Ratio Rank: 5555
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 Scott Burns Margaritaville Portfolio and compares them with S&P 500 Index.


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.37

2.24

+0.13

Sortino ratio

Return per unit of downside risk

3.37

3.07

+0.30

Omega ratio

Gain probability vs. loss probability

1.44

1.41

+0.04

Calmar ratio

Return relative to maximum drawdown

3.06

2.93

+0.13

Martin ratio

Return relative to average drawdown

13.34

13.52

-0.18


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
TIP
iShares TIPS Bond ETF
441.462.241.262.527.57
VTI
Vanguard Total Stock Market ETF
682.333.181.423.1714.62
VXUS
Vanguard Total International Stock ETF
602.122.901.392.8511.14

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.

Scott Burns Margaritaville Portfolio Sharpe ratios as of Jun 3, 2026 (values are recalculated daily):

  • 1-Year: 2.37
  • 5-Year: 0.68
  • 10-Year: 0.81
  • All Time: 0.72

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.94 to 2.94, 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 Scott Burns Margaritaville Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading charts...

Dividends

Dividend yield

Scott Burns Margaritaville Portfolio provided a 2.48% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.48%2.59%2.39%2.47%3.91%2.86%1.58%2.20%2.64%2.17%2.11%1.72%
TIP
iShares TIPS Bond ETF
3.76%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
1.01%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
2.66%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.


Loading charts...

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.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-23.92%Mar 2020
1mo 4d4mo 6d
5mo 10dFeb 2020 - Jul 2020
Bear market2022
-22.48%Oct 2022
11mo 7d1y 5mo
2y 4moNov 2021 - Mar 2024
2011 correction2011
-14.20%Oct 2011
5mo 4d4mo 17d
9mo 21dMay 2011 - Feb 2012
Rate-hike selloffLate 2018
-13.75%Dec 2018
10mo 29d5mo 28d
1y 4moJan 2018 - Jun 2019
2016 correction2016
-13.56%Feb 2016
9mo 19d6mo 9d
1y 3moApr 2015 - Aug 2016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Diversification

AI Analysis


Thesis

The portfolio is making a plain-spoken bet on broad equity risk, with a separate inflation-linked bond sleeve that mostly behaves like its own thing.

The numbers

  • The diversification ratio is 1.13 at 1Y and only 1.19 since inception, which sits around the 21st to 41st percentile on the platform: some benefit, but not much of one.
  • The effective asset count is 3.0 out of 3, so the weights are not the problem; the correlations are.
  • VTI (Large Cap Blend Equities) and VXUS (Global Equities) correlate at 0.82, which makes them less like two diversifiers and more like two versions of the same equity sleeve.

What works

  • TIP (Inflation-Protected Bonds) is genuinely different: its correlation to VTI (Large Cap Blend Equities) is -0.05 and to VXUS (Global Equities) is 0.00, so it gives the portfolio a separate return driver.

What does not

  • VTI and VXUS are clustered together, and their portfolio correlations are 0.92 and 0.94 respectively; that is a single equity risk block wearing two index-fund names.
  • The 1Y diversification ratio is weaker than the longer windows, so cross-asset behavior has been fairly tight recently.

Stress Scenario

  • A global equity drawdown with moderate inflation can make VTI and VXUS fall together while TIP only partially offsets the move, which is how a three-asset portfolio discovers that one sleeve is doing most of the diversifying.

Worth knowing

  • Portfolios with this structure often look like equity plus a hedge, rather than true multi-driver diversification.
  • The low correlation between TIP and the equity sleeves is the main structural reason the portfolio is not simply one equity bet in a trench coat.
AI-generated analysis. Not investment advice. Verify key facts independently.
Was this useful?

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

1.13

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 — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Scott Burns Margaritaville Portfolio correlation to the S&P 500 Index

Scott Burns Margaritaville Portfolio has a 0.92 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

0.92

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

0.90

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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 31, 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 -0.06.

TIP
-0.06
VXUS
0.81
VTI
0.99

Portfolio Correlations

Correlation vs. Scott Burns Margaritaville Portfolio. VXUS has the highest portfolio correlation at 0.95, while TIP has the lowest at 0.13.

TIP
0.13
VTI
0.92
VXUS
0.95

Asset Correlations Table

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

TIPVXUSVTI
TIP1.000.00-0.05
VXUS0.001.000.82
VTI-0.050.821.00
The correlation results are calculated based on daily price changes starting from Jan 31, 2011
Diversification Analysis

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