Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in personal, 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 Jan 11, 2024, corresponding to the inception date of FBTC
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio personal | 0.20% | -3.71% | -1.38% | -0.76% | 23.20% | — | — | — |
| Portfolio components: | ||||||||
VUG Vanguard Growth ETF | 0.11% | -4.63% | -9.29% | -7.99% | 24.85% | 21.67% | 11.69% | 16.20% |
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.29% | 12.35% | 13.59% | 18.75% | 11.70% | 8.35% | 12.30% |
VOO Vanguard S&P 500 ETF | 0.11% | -4.01% | -3.55% | -1.41% | 23.49% | 18.47% | 11.96% | 14.19% |
VGT Vanguard Information Technology ETF | 0.85% | -2.69% | -5.36% | -5.50% | 39.92% | 23.50% | 15.02% | 21.67% |
QQQM Invesco NASDAQ 100 ETF | 0.12% | -4.05% | -4.64% | -2.75% | 30.45% | 23.07% | 13.26% | — |
VDC Vanguard Consumer Staples ETF | 0.55% | -4.61% | 7.09% | 6.89% | 4.60% | 7.52% | 7.37% | 7.77% |
IWP iShares Russell Mid-Cap Growth ETF | 0.31% | -5.13% | -5.62% | -9.47% | 14.51% | 12.85% | 4.96% | 11.56% |
VO Vanguard Mid-Cap ETF | 0.33% | -3.97% | 0.29% | -1.02% | 18.13% | 13.03% | 6.87% | 10.86% |
VBK Vanguard Small-Cap Growth ETF | 0.82% | -3.48% | 1.84% | 1.87% | 28.84% | 13.10% | 2.50% | 10.71% |
VHT Vanguard Health Care ETF | -0.52% | -5.57% | -4.78% | 2.27% | 7.27% | 5.91% | 5.14% | 9.64% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 12, 2024, personal's average daily return is +0.06%, while the average monthly return is +1.22%. At this rate, your investment would double in approximately 4.8 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2024 with a return of +7.0%, while the worst month was Mar 2025 at -5.6%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, personal closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.3%, while the worst single day was Apr 4, 2025 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.26% | 0.31% | -4.64% | 0.82% | -1.38% | ||||||||
| 2025 | 2.70% | -1.59% | -5.55% | -0.86% | 6.08% | 4.98% | 1.95% | 2.30% | 2.89% | 1.93% | -0.11% | -0.39% | 14.70% |
| 2024 | 0.76% | 5.53% | 2.95% | -4.77% | 4.50% | 3.29% | 1.66% | 2.05% | 1.89% | -0.48% | 7.03% | -3.28% | 22.54% |
Benchmark Metrics
personal has an annualized alpha of 0.48%, beta of 0.99, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since January 12, 2024.
- With beta of 0.99 and R² of 0.98, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.48%
- Beta
- 0.99
- R²
- 0.98
- Upside Capture
- 100.67%
- Downside Capture
- 98.65%
Expense Ratio
personal has an expense ratio of 0.08%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
personal 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 | 0.95 | 0.88 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.37 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.39 | +0.07 |
Martin ratioReturn relative to average drawdown | 7.21 | 6.43 | +0.78 |
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 |
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
VOO Vanguard S&P 500 ETF | 53 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
VGT Vanguard Information Technology ETF | 57 | 1.10 | 1.67 | 1.23 | 1.88 | 5.72 |
QQQM Invesco NASDAQ 100 ETF | 59 | 1.05 | 1.63 | 1.23 | 1.95 | 7.03 |
VDC Vanguard Consumer Staples ETF | 19 | 0.35 | 0.61 | 1.07 | 0.51 | 1.24 |
IWP iShares Russell Mid-Cap Growth ETF | 21 | 0.33 | 0.64 | 1.08 | 0.63 | 1.95 |
VO Vanguard Mid-Cap ETF | 35 | 0.71 | 1.10 | 1.16 | 1.06 | 4.79 |
VBK Vanguard Small-Cap Growth ETF | 44 | 0.83 | 1.31 | 1.17 | 1.52 | 6.01 |
VHT Vanguard Health Care ETF | 20 | 0.35 | 0.60 | 1.08 | 0.67 | 1.55 |
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Dividends
Dividend yield
personal provided a 1.35% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.35% | 1.40% | 1.43% | 1.50% | 1.59% | 1.23% | 1.43% | 1.59% | 1.76% | 1.51% | 1.71% | 1.72% |
| 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% |
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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% |
QQQM Invesco NASDAQ 100 ETF | 0.53% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDC Vanguard Consumer Staples ETF | 2.14% | 2.26% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% |
IWP iShares Russell Mid-Cap Growth ETF | 0.36% | 0.37% | 0.40% | 0.54% | 0.77% | 0.30% | 0.38% | 0.59% | 1.02% | 0.78% | 1.16% | 0.98% |
VO Vanguard Mid-Cap ETF | 1.49% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
VBK Vanguard Small-Cap Growth ETF | 0.52% | 0.54% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% |
VHT Vanguard Health Care ETF | 1.72% | 1.61% | 1.53% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% |
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 personal. 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 personal was 19.11%, occurring on Apr 8, 2025. Recovery took 55 trading sessions.
The current personal drawdown is 4.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.11% | Feb 20, 2025 | 34 | Apr 8, 2025 | 55 | Jun 27, 2025 | 89 |
| -8.48% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -7.84% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -6.12% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -5.6% | Oct 29, 2025 | 17 | Nov 20, 2025 | 14 | Dec 11, 2025 | 31 |
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 15 assets, with an effective number of assets of 8.14, 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 | VDC | FBTC | VHT | SCHD | FDIG | IHAK | IRBO | VGT | VUG | QQQM | VO | VBK | IWP | VOO | VFIAX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.26 | 0.40 | 0.52 | 0.51 | 0.60 | 0.67 | 0.82 | 0.90 | 0.93 | 0.94 | 0.83 | 0.82 | 0.85 | 1.00 | 1.00 | 0.98 |
| VDC | 0.26 | 1.00 | 0.05 | 0.47 | 0.58 | 0.08 | 0.13 | 0.04 | 0.01 | 0.07 | 0.10 | 0.42 | 0.23 | 0.22 | 0.26 | 0.26 | 0.30 |
| FBTC | 0.40 | 0.05 | 1.00 | 0.16 | 0.23 | 0.70 | 0.36 | 0.42 | 0.39 | 0.38 | 0.40 | 0.42 | 0.48 | 0.43 | 0.40 | 0.40 | 0.47 |
| VHT | 0.52 | 0.47 | 0.16 | 1.00 | 0.64 | 0.28 | 0.40 | 0.32 | 0.30 | 0.35 | 0.35 | 0.62 | 0.53 | 0.48 | 0.52 | 0.52 | 0.56 |
| SCHD | 0.51 | 0.58 | 0.23 | 0.64 | 1.00 | 0.30 | 0.37 | 0.30 | 0.27 | 0.26 | 0.31 | 0.74 | 0.57 | 0.48 | 0.51 | 0.51 | 0.58 |
| FDIG | 0.60 | 0.08 | 0.70 | 0.28 | 0.30 | 1.00 | 0.51 | 0.64 | 0.60 | 0.59 | 0.60 | 0.59 | 0.69 | 0.66 | 0.60 | 0.60 | 0.67 |
| IHAK | 0.67 | 0.13 | 0.36 | 0.40 | 0.37 | 0.51 | 1.00 | 0.69 | 0.66 | 0.64 | 0.65 | 0.69 | 0.75 | 0.78 | 0.67 | 0.67 | 0.72 |
| IRBO | 0.82 | 0.04 | 0.42 | 0.32 | 0.30 | 0.64 | 0.69 | 1.00 | 0.88 | 0.83 | 0.86 | 0.68 | 0.79 | 0.81 | 0.82 | 0.82 | 0.83 |
| VGT | 0.90 | 0.01 | 0.39 | 0.30 | 0.27 | 0.60 | 0.66 | 0.88 | 1.00 | 0.94 | 0.96 | 0.65 | 0.75 | 0.78 | 0.90 | 0.90 | 0.88 |
| VUG | 0.93 | 0.07 | 0.38 | 0.35 | 0.26 | 0.59 | 0.64 | 0.83 | 0.94 | 1.00 | 0.97 | 0.65 | 0.72 | 0.79 | 0.93 | 0.93 | 0.90 |
| QQQM | 0.94 | 0.10 | 0.40 | 0.35 | 0.31 | 0.60 | 0.65 | 0.86 | 0.96 | 0.97 | 1.00 | 0.68 | 0.75 | 0.79 | 0.94 | 0.94 | 0.92 |
| VO | 0.83 | 0.42 | 0.42 | 0.62 | 0.74 | 0.59 | 0.69 | 0.68 | 0.65 | 0.65 | 0.68 | 1.00 | 0.90 | 0.89 | 0.83 | 0.83 | 0.88 |
| VBK | 0.82 | 0.23 | 0.48 | 0.53 | 0.57 | 0.69 | 0.75 | 0.79 | 0.75 | 0.72 | 0.75 | 0.90 | 1.00 | 0.93 | 0.82 | 0.82 | 0.89 |
| IWP | 0.85 | 0.22 | 0.43 | 0.48 | 0.48 | 0.66 | 0.78 | 0.81 | 0.78 | 0.79 | 0.79 | 0.89 | 0.93 | 1.00 | 0.85 | 0.86 | 0.89 |
| VOO | 1.00 | 0.26 | 0.40 | 0.52 | 0.51 | 0.60 | 0.67 | 0.82 | 0.90 | 0.93 | 0.94 | 0.83 | 0.82 | 0.85 | 1.00 | 1.00 | 0.98 |
| VFIAX | 1.00 | 0.26 | 0.40 | 0.52 | 0.51 | 0.60 | 0.67 | 0.82 | 0.90 | 0.93 | 0.94 | 0.83 | 0.82 | 0.86 | 1.00 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.30 | 0.47 | 0.56 | 0.58 | 0.67 | 0.72 | 0.83 | 0.88 | 0.90 | 0.92 | 0.88 | 0.89 | 0.89 | 0.98 | 0.98 | 1.00 |