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% |
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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 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.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.56% | 2.03% | -4.82% | 6.45% | 3.10% | -0.11% | 9.19% | ||||||
| 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 0.38%, 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
- R²
- 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.
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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.37 | 2.24 | +0.13 |
Sortino ratioReturn per unit of downside risk | 3.37 | 3.07 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.41 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.06 | 2.93 | +0.13 |
Martin ratioReturn relative to average drawdown | 13.34 | 13.52 | -0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 | 44 | 1.46 | 2.24 | 1.26 | 2.52 | 7.57 |
VTI Vanguard Total Stock Market ETF | 68 | 2.33 | 3.18 | 1.42 | 3.17 | 14.62 |
VXUS Vanguard Total International Stock ETF | 60 | 2.12 | 2.90 | 1.39 | 2.85 | 11.14 |
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Dividends
Dividend yield
Scott Burns Margaritaville Portfolio provided a 2.48% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.48% | 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 | 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.
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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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -23.92%Mar 2020 | 1mo 4d | 4mo 6d | 5mo 10dFeb 2020 - Jul 2020 |
Bear market2022 | -22.48%Oct 2022 | 11mo 7d | 1y 5mo | 2y 4moNov 2021 - Mar 2024 |
2011 correction2011 | -14.20%Oct 2011 | 5mo 4d | 4mo 17d | 9mo 21dMay 2011 - Feb 2012 |
Rate-hike selloffLate 2018 | -13.75%Dec 2018 | 10mo 29d | 5mo 28d | 1y 4moJan 2018 - Jun 2019 |
2016 correction2016 | -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
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.
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
| 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.
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