Asset Allocation
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.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.67% | 1.38% | -3.76% | 0.42% | -0.40% | ||||||||
| 2025 | 2.21% | 0.13% | -2.95% | -0.93% | 2.84% | 3.33% | 0.83% | 2.12% | 2.04% | 0.78% | 0.93% | -0.06% | 11.67% |
| 2024 | 0.24% | 2.31% | 2.66% | -3.60% | 3.12% | 1.46% | 2.93% | 1.79% | 1.53% | -1.52% | 4.33% | -3.39% | 12.13% |
| 2023 | 5.05% | -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
- R²
- 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 0.88 | +0.55 |
Sortino ratioReturn per unit of downside risk | 2.14 | 1.37 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.39 | -0.07 |
Martin ratioReturn relative to average drawdown | 4.92 | 6.43 | -1.52 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 38 | 0.78 | 1.27 | 1.18 | 1.13 | 3.90 |
VTV Vanguard Value ETF | 56 | 1.09 | 1.57 | 1.23 | 1.48 | 6.62 |
VGT Vanguard Information Technology ETF | 58 | 1.10 | 1.67 | 1.23 | 1.88 | 5.72 |
VIG Vanguard Dividend Appreciation ETF | 43 | 0.84 | 1.28 | 1.19 | 1.24 | 5.41 |
USD=X USD Cash | — | — | — | — | — | — |
VBR Vanguard Small-Cap Value ETF | 44 | 0.86 | 1.33 | 1.18 | 1.37 | 5.57 |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | 3 | -0.07 | -0.03 | 1.00 | 0.01 | 0.02 |
FTHRX Fidelity Intermediate Bond Fund | 59 | 1.25 | 1.87 | 1.23 | 1.90 | 6.58 |
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Dividends
Dividend yield
Optimized early retirement provided a 2.13% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.13% | 2.23% | 2.26% | 2.14% | 1.78% | 1.71% | 3.12% | 2.04% | 2.21% | 1.90% | 2.36% | 2.33% |
| Portfolio components: | ||||||||||||
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, 2007 | 517 | Mar 9, 2009 | 583 | Oct 13, 2010 | 1100 |
| -21.46% | Feb 20, 2020 | 33 | Mar 23, 2020 | 133 | Aug 3, 2020 | 166 |
| -18.67% | Jan 5, 2022 | 283 | Oct 14, 2022 | 475 | Feb 1, 2024 | 758 |
| -11.26% | Sep 21, 2018 | 95 | Dec 24, 2018 | 87 | Mar 21, 2019 | 182 |
| -10.98% | Dec 5, 2024 | 125 | Apr 8, 2025 | 79 | Jun 26, 2025 | 204 |
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
| Benchmark | USD=X | FTHRX | VUSTX | VGT | VBR | VUG | VTV | VIG | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | -0.18 | -0.26 | 0.89 | 0.86 | 0.95 | 0.91 | 0.94 | 0.95 |
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| FTHRX | -0.18 | 0.00 | 1.00 | 0.78 | -0.16 | -0.17 | -0.15 | -0.19 | -0.16 | 0.00 |
| VUSTX | -0.26 | 0.00 | 0.78 | 1.00 | -0.20 | -0.24 | -0.20 | -0.25 | -0.21 | -0.05 |
| VGT | 0.89 | 0.00 | -0.16 | -0.20 | 1.00 | 0.66 | 0.90 | 0.65 | 0.72 | 0.77 |
| VBR | 0.86 | 0.00 | -0.17 | -0.24 | 0.66 | 1.00 | 0.71 | 0.85 | 0.80 | 0.86 |
| VUG | 0.95 | 0.00 | -0.15 | -0.20 | 0.90 | 0.71 | 1.00 | 0.72 | 0.80 | 0.84 |
| VTV | 0.91 | 0.00 | -0.19 | -0.25 | 0.65 | 0.85 | 0.72 | 1.00 | 0.88 | 0.87 |
| VIG | 0.94 | 0.00 | -0.16 | -0.21 | 0.72 | 0.80 | 0.80 | 0.88 | 1.00 | 0.88 |
| Portfolio | 0.95 | 0.00 | 0.00 | -0.05 | 0.77 | 0.86 | 0.84 | 0.87 | 0.88 | 1.00 |