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

Asset Allocation


TIP 33.34%VTI 33.33%VXUS 33.33%BondBondEquityEquity

Benchmark: S&P 500 Index · Rebalance: Every 3 months

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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.


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Benchmark

Compare your portfolio against anything

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.


Position1D1M6MYTD1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.56%2.03%-4.82%6.45%3.10%-0.38%-0.74%8.09%
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 0.33%, 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
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.


Scott Burns Margaritaville Portfolio Risk / Return Rank: 5353
Overall Rank
Scott Burns Margaritaville Portfolio Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
Scott Burns Margaritaville Portfolio Sortino Ratio Rank: 5454
Sortino Ratio Rank
Scott Burns Margaritaville Portfolio Omega Ratio Rank: 5656
Omega Ratio Rank
Scott Burns Margaritaville Portfolio Calmar Ratio Rank: 4949
Calmar Ratio Rank
Scott Burns Margaritaville Portfolio Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within 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.


PortfolioBenchmarkDifference
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.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TIP
iShares TIPS Bond ETF
32
0.741.101.131.273.39
VTI
Vanguard Total Stock Market ETF
65
1.522.121.272.239.62
VXUS
Vanguard Total International Stock ETF
69
1.622.241.302.428.87

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 Scott Burns Margaritaville Portfolio Sharpe ratio is 1.63 as of Aug 3, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.01, 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.


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Dividends

Dividend yield

Scott Burns Margaritaville Portfolio provided a 2.62% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.62%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
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 4d4mo 6d
5mo 10dFeb 2020 - Jul 2020
COVID crash2020
-22.48%Oct 2022
11mo 7d1y 5mo
2y 4moNov 2021 - Mar 2024
Bear market2022
-14.20%Oct 2011
5mo 4d4mo 17d
9mo 21dMay 2011 - Feb 2012
-13.75%Dec 2018
10mo 29d5mo 28d
1y 4moJan 2018 - Jun 2019
Rate-hike selloffLate 2018
-13.56%Feb 2016
9mo 19d6mo 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.
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 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

Scott Burns Margaritaville Portfolio has a 0.93 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)
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.

TIP
-0.05
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 0.14.

TIP
0.14
VTI
0.92
VXUS
0.95

Asset Correlations Table

See how each holding historically moved in relation to the other holdings, the portfolio, and the selected benchmark.

TIPVXUSVTI
TIP1.000.01-0.05
VXUS0.011.000.82
VTI-0.050.821.00
Based on daily historical returns since Jan 28, 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