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% |
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 OptimizerPerformance
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 24, 2026, the Scott Burns Margaritaville Portfolio returned 7.53% Year-To-Date and 9.50% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -1.44% | -1.45% | 7.60% | 6.59% | 22.24% | 19.20% | 11.54% | 13.71% |
Portfolio Scott Burns Margaritaville Portfolio | -1.56% | -0.22% | 7.53% | 7.14% | 18.87% | 14.40% | 7.20% | 9.50% |
| Portfolio components: | ||||||||
TIP iShares TIPS Bond ETF | -0.04% | -0.19% | 0.74% | 0.81% | 3.34% | 3.52% | 0.82% | 2.43% |
VTI Vanguard Total Stock Market ETF | -1.39% | -0.84% | 8.82% | 7.71% | 24.22% | 20.62% | 11.90% | 15.14% |
VXUS Vanguard Total International Stock ETF | -3.04% | 0.39% | 12.51% | 12.35% | 29.41% | 18.90% | 8.35% | 10.23% |
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% | -1.63% | 7.53% | ||||||
| 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 0.37%, 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 71.78% 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
- 0.37%
- Beta
- 0.62
- R²
- 0.88
- Upside Capture
- 63.06%
- Downside Capture
- 71.78%
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 38 for risk / return — below 38% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
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.
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 | 1.92 | 1.78 | +0.14 |
| Sortino ratioReturn per unit of downside risk | 2.69 | 2.44 | +0.25 |
| Omega ratioGain probability vs. loss probability | 1.36 | 1.32 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.46 | +0.21 |
| Martin ratioReturn relative to average drawdown | 11.32 | 10.92 | +0.40 |
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 | 30 | 0.97 | 1.46 | 1.17 | 1.70 | 4.99 |
VTI Vanguard Total Stock Market ETF | 59 | 1.90 | 2.59 | 1.34 | 2.73 | 12.14 |
VXUS Vanguard Total International Stock ETF | 55 | 1.81 | 2.46 | 1.34 | 2.62 | 10.07 |
Loading charts...
Dividends
Dividend yield
Scott Burns Margaritaville Portfolio provided a 2.47% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.47% | 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 | 3.79% | 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 | 1.04% | 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.
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.
The current Scott Burns Margaritaville Portfolio drawdown is 2.16%.
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.
Loading charts...
Diversification
AI Analysis
The gist
The portfolio is a three-part wager on global growth equities plus inflation-linked ballast: VTI (Large Cap Blend Equities) and VXUS (Global Equities) behave like one equity sleeve, while TIP (Inflation-Protected Bonds) supplies the only real offset.
The numbers
- Diversification ratio is 1.11 in 1Y and 1.19 incept, which is modest at best and sits around the 19th-37th percentile of the platform.
- VTI and VXUS correlate at 0.82, so the equity sleeve is mostly one trade in two wrappers; TIP is nearly independent of both at -0.05 and 0.01.
- Effective asset count is 3.0 of 3, so the issue is not weight concentration; it is correlation structure.
The good
- TIP has a genuine structural role here. It is the only sleeve whose drivers sit outside the equity cycle.
- The portfolio is cleanly legible: one can see the equity risk and the inflation-linked hedge without much ceremony.
- To be fair, the three weights are even, which avoids the common trick of pretending diversification through cosmetic line items.
The bad
- VTI and VXUS are so similar that the portfolio’s two largest positions cluster together; the global sleeve does not diversify the U.S. sleeve much.
- The diversification benefit is therefore thin, especially in the recent window, which is where correlations usually become opinionated.
- The equity portion still dominates the portfolio’s behavior because both stock sleeves track the same broad risk factor.
The ugly
- In a broad equity drawdown driven by recession, tightening financial conditions, or a global earnings reset, VTI and VXUS are likely to move together and TIP may offset only part of the damage.
- If inflation expectations and real rates shift at the same time as equities weaken, TIP can stop behaving like the tidy hedge it is in quieter periods.
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 — 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 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