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Optimized early retirement
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Optimized early retirement, 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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The earliest data available for this chart is Apr 27, 2006, corresponding to the inception date of VIG

Returns By Period

As of Apr 2, 2026, the Optimized early retirement returned -0.40% Year-To-Date and 8.73% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Optimized early retirement
0.00%-2.54%-0.40%0.89%11.19%11.12%6.36%8.73%
VUG
Vanguard Growth ETF
0.11%-3.66%-9.29%-8.34%17.67%21.67%11.69%16.20%
VTV
Vanguard Value ETF
0.16%-3.03%3.71%6.74%16.12%14.94%10.95%11.89%
VGT
Vanguard Information Technology ETF
0.85%-1.42%-5.36%-5.79%29.79%23.50%15.02%21.67%
VIG
Vanguard Dividend Appreciation ETF
0.16%-3.69%-1.33%0.36%12.71%13.72%9.86%12.36%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VBR
Vanguard Small-Cap Value ETF
0.20%-3.26%3.80%5.19%17.55%13.63%7.68%10.27%
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
-0.13%-3.44%-0.69%-1.47%-0.64%-1.66%-5.01%-0.94%
FTHRX
Fidelity Intermediate Bond Fund
0.00%-1.25%-0.39%0.46%3.89%4.26%1.11%2.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 28, 2006, Optimized early retirement's average daily return is +0.02%, while the average monthly return is +0.65%. At this rate, your investment would double in approximately 8.9 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +8.1%, while the worst month was Oct 2008 at -12.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Optimized early retirement closed higher 38% of trading days. The best single day was Oct 13, 2008 with a return of +5.4%, while the worst single day was Mar 12, 2020 at -5.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.67%1.38%-3.76%0.42%-0.40%
20252.21%0.13%-2.95%-0.93%2.84%3.33%0.83%2.12%2.04%0.78%0.93%-0.06%11.67%
20240.24%2.31%2.66%-3.60%3.12%1.46%2.93%1.79%1.53%-1.52%4.33%-3.39%12.13%
20235.05%-2.35%1.68%0.86%-1.06%4.06%2.13%-1.61%-3.65%-2.26%6.73%4.89%14.73%
2022-3.44%-1.37%0.63%-5.89%0.30%-5.48%5.76%-3.02%-7.05%4.91%4.65%-3.54%-13.68%
2021-0.72%1.77%2.43%3.16%0.91%1.11%1.33%1.46%-2.98%3.80%-0.77%2.70%14.95%

Benchmark Metrics

Optimized early retirement has an annualized alpha of 2.53%, beta of 0.55, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since April 28, 2006.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (63.77%) than losses (62.57%) — typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 2.53% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.55 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
2.53%
Beta
0.55
0.93
Upside Capture
63.77%
Downside Capture
62.57%

Expense Ratio

Optimized early retirement has an expense ratio of 0.16%, 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

Optimized early retirement ranks 29 for risk / return — below 29% 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.


Optimized early retirement Risk / Return Rank: 2929
Overall Rank
Optimized early retirement Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
Optimized early retirement Sortino Ratio Rank: 3030
Sortino Ratio Rank
Optimized early retirement Omega Ratio Rank: 3333
Omega Ratio Rank
Optimized early retirement Calmar Ratio Rank: 2525
Calmar Ratio Rank
Optimized early retirement Martin Ratio Rank: 2424
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.43

0.88

+0.55

Sortino ratio

Return per unit of downside risk

2.14

1.37

+0.77

Omega ratio

Gain probability vs. loss probability

1.31

1.21

+0.10

Calmar ratio

Return relative to maximum drawdown

1.32

1.39

-0.07

Martin ratio

Return relative to average drawdown

4.92

6.43

-1.52


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUG
Vanguard Growth ETF
380.781.271.181.133.90
VTV
Vanguard Value ETF
561.091.571.231.486.62
VGT
Vanguard Information Technology ETF
581.101.671.231.885.72
VIG
Vanguard Dividend Appreciation ETF
430.841.281.191.245.41
USD=X
USD Cash
VBR
Vanguard Small-Cap Value ETF
440.861.331.181.375.57
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
3-0.07-0.031.000.010.02
FTHRX
Fidelity Intermediate Bond Fund
591.251.871.231.906.58

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.

Optimized early retirement Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 1.43
  • 5-Year: 0.63
  • 10-Year: 0.84
  • All Time: 0.69

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 1.01 to 1.70, 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 Optimized early retirement 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

Optimized early retirement provided a 2.13% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.13%2.23%2.26%2.14%1.78%1.71%3.12%2.04%2.21%1.90%2.36%2.33%
VUG
Vanguard Growth ETF
0.45%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%
VTV
Vanguard Value ETF
2.02%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%
VGT
Vanguard Information Technology ETF
0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%
VIG
Vanguard Dividend Appreciation ETF
1.60%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VBR
Vanguard Small-Cap Value ETF
1.89%1.95%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
4.02%4.29%4.03%3.33%2.93%4.21%10.38%2.82%2.82%2.64%5.27%5.52%
FTHRX
Fidelity Intermediate Bond Fund
3.34%3.59%3.49%2.94%1.55%1.53%4.16%2.49%2.48%2.20%2.63%2.13%

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 Optimized early retirement. 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 Optimized early retirement was 36.85%, occurring on Mar 9, 2009. Recovery took 583 trading sessions.

The current Optimized early retirement drawdown is 3.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.85%Oct 10, 2007517Mar 9, 2009583Oct 13, 20101100
-21.46%Feb 20, 202033Mar 23, 2020133Aug 3, 2020166
-18.67%Jan 5, 2022283Oct 14, 2022475Feb 1, 2024758
-11.26%Sep 21, 201895Dec 24, 201887Mar 21, 2019182
-10.98%Dec 5, 2024125Apr 8, 202579Jun 26, 2025204

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 5.45, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

BenchmarkUSD=XFTHRXVUSTXVGTVBRVUGVTVVIGPortfolio
Benchmark1.000.00-0.18-0.260.890.860.950.910.940.95
USD=X0.000.000.000.000.000.000.000.000.000.00
FTHRX-0.180.001.000.78-0.16-0.17-0.15-0.19-0.160.00
VUSTX-0.260.000.781.00-0.20-0.24-0.20-0.25-0.21-0.05
VGT0.890.00-0.16-0.201.000.660.900.650.720.77
VBR0.860.00-0.17-0.240.661.000.710.850.800.86
VUG0.950.00-0.15-0.200.900.711.000.720.800.84
VTV0.910.00-0.19-0.250.650.850.721.000.880.87
VIG0.940.00-0.16-0.210.720.800.800.881.000.88
Portfolio0.950.000.00-0.050.770.860.840.870.881.00
The correlation results are calculated based on daily price changes starting from Apr 28, 2006