Portfolio builder
Pick a famous portfolio and an amount: see what it would have grown to, the yearly return and the worst drop.
…
Calculated from historical data; the past does not promise the future. Not investment advice.
Open the full builder →Goal finder
Set the yearly return you want and for how many years: see which of the 60 models achieved it.
…
Calculated from historical data; the past does not promise the future. Not investment advice.
Open the full finder →Portfolios: 60 famous allocations and two calculators
Where each famous portfolio came from, what exactly is in it, and how it behaved from 1926 to today — through the Great Depression, the 1970s, 2008 and 2022. Build your own portfolio or tell us the goal and find the models that fit.
Portfolio builder
Set the shares of stocks, bonds, gold or take famous models, mix them, and see how such a portfolio lived through every era of history.
Goal finder
Say what you need — for example, 6 % a year over 10 years with a drop no deeper than −25 % — and see which models and mixes met it, and in what share of historical periods.
Eras of history
24 eras from the 1920s boom to today and how every model went through each of them.
Retirement: how much to withdraw
The 4 % rule tested on 60 portfolios: which share of the money you could take out every year, and when it failed.
All 60 models
| Model | Risk | History from | Per year | Volatility | Worst drop | Worst year |
|---|---|---|---|---|---|---|
| S&P 500, buy and hold live | high | 1926 | +10.4 % | 18.3 % | −83.7 % | −43.8 % |
| Buffett 90/10 live | high | 1926 | +9.9 % | 16.4 % | −79.5 % | −39.3 % |
| Dalio All Seasons live | low | 1984 | +8.9 % | 7.9 % | −21.7 % | −19.6 % |
| Permanent Portfolio live | low | 1968 | +8.4 % | 7.2 % | −15.8 % | −12.3 % |
| Golden Butterfly live | low | 1968 | +10.1 % | 8.5 % | −18.0 % | −12.2 % |
| Swensen (Yale model) live | medium | 1926 | +9.2 % | 13.6 % | −70.2 % | −32.8 % |
| Bernstein No-Brainer live | medium | 1926 | +9.3 % | 15.0 % | −72.8 % | −33.5 % |
| Three-Fund (Bogleheads) live | medium | 1926 | +8.3 % | 11.3 % | −61.5 % | −25.9 % |
| LifeStrategy 60/40 live | medium | 1926 | +8.4 % | 11.4 % | −61.7 % | −26.0 % |
| Graham 50/50 live | medium | 1926 | +8.1 % | 9.8 % | −53.5 % | −21.5 % |
| Siegel: all US stocks live | high | 1926 | +10.4 % | 18.3 % | −83.7 % | −43.8 % |
| Global market portfolio live | medium | 1926 | +8.5 % | 11.0 % | −58.3 % | −24.4 % |
| Norway fund 70/30 live | high | 1926 | +8.9 % | 13.1 % | −68.6 % | −30.5 % |
| Taleb barbell 90/10 live | low | 1926 | +4.5 % | 2.8 % | −10.8 % | −4.7 % |
| LifeStrategy 20/80 live | low | 1926 | +6.1 % | 5.9 % | −21.4 % | −14.0 % |
| Graham 25/75 live | low | 1926 | +6.5 % | 6.8 % | −27.7 % | −17.2 % |
| Target Retirement Income live | low | 1926 | +6.7 % | 7.0 % | −33.6 % | −14.5 % |
| RPAR risk parity live | medium | 1984 | +8.1 % | 7.3 % | −23.6 % | −13.5 % |
| Faber GAA live | medium | 1984 | +8.7 % | 8.1 % | −23.0 % | −16.7 % |
| Swedroe Larry Portfolio live | low | 1926 | +7.6 % | 8.3 % | −34.6 % | −14.9 % |
| LifeStrategy 40/60 live | low | 1926 | +7.4 % | 8.5 % | −45.4 % | −17.5 % |
| Vanguard Wellesley live | low | 1926 | +7.9 % | 9.0 % | −43.5 % | −17.7 % |
| Equal weight 1/N live | medium | 1984 | +8.7 % | 9.1 % | −34.1 % | −23.3 % |
| ABP (Netherlands) live | medium | 1984 | +9.3 % | 9.4 % | −32.1 % | −19.0 % |
| 7Twelve (Israelsen) live | medium | 1984 | +8.9 % | 9.6 % | −37.5 % | −25.7 % |
| GPIF Japan 25/25/25/25 live | medium | 1926 | +7.5 % | 9.7 % | −53.5 % | −21.5 % |
| Couch Potato 50/50 live | medium | 1926 | +8.0 % | 9.8 % | −53.5 % | −21.5 % |
| Faber Ivy (static) live | medium | 1984 | +9.2 % | 10.4 % | −43.2 % | −27.7 % |
| Gone Fishin' live | medium | 1968 | +9.5 % | 11.1 % | −37.3 % | −25.4 % |
| CalSTRS live | medium | 1984 | +9.7 % | 11.1 % | −41.9 % | −26.1 % |
| Target Retirement 2030 live | medium | 1926 | +8.3 % | 11.3 % | −61.5 % | −25.9 % |
| Harvard endowment live | high | 1984 | +9.6 % | 11.3 % | −43.0 % | −30.9 % |
| Bengen for retirees live | medium | 1926 | +8.7 % | 11.6 % | −58.8 % | −24.5 % |
| iShares AOR 60/40 live | medium | 1926 | +8.4 % | 11.7 % | −63.1 % | −26.8 % |
| GIC Singapore 65/35 live | medium | 1926 | +8.6 % | 12.1 % | −65.1 % | −28.1 % |
| Merriman Ultimate 60/40 live | medium | 1926 | +8.9 % | 12.4 % | −63.5 % | −28.1 % |
| Vanguard Wellington live | medium | 1926 | +8.9 % | 12.4 % | −65.1 % | −28.1 % |
| DFA 60/40 value tilt live | medium | 1926 | +8.9 % | 12.5 % | −64.6 % | −28.5 % |
| Burns Margarita live | medium | 1926 | +8.4 % | 12.5 % | −66.3 % | −28.9 % |
| Stanford endowment live | high | 1984 | +9.8 % | 12.5 % | −41.7 % | −26.8 % |
| Coward's Portfolio live | medium | 1926 | +9.1 % | 12.7 % | −64.3 % | −28.7 % |
| Malkiel life-cycle (50s) live | medium | 1926 | +8.8 % | 12.8 % | −68.0 % | −30.8 % |
| Talmud thirds live | medium | 1926 | +8.9 % | 13.5 % | −69.9 % | −33.0 % |
| Coffeehouse live | medium | 1926 | +9.7 % | 13.5 % | −64.6 % | −29.6 % |
| CalPERS live | high | 1926 | +9.3 % | 13.5 % | −68.1 % | −31.0 % |
| Graham 75/25 live | high | 1926 | +9.4 % | 13.8 % | −71.6 % | −32.6 % |
| Target Retirement 2040 live | medium | 1926 | +9.0 % | 13.8 % | −71.6 % | −32.6 % |
| Collins 75/25 live | medium | 1926 | +9.3 % | 13.9 % | −71.6 % | −32.6 % |
| Alaska Permanent Fund live | medium | 1926 | +9.4 % | 14.1 % | −69.5 % | −32.0 % |
| Armstrong Ideal Index live | medium | 1926 | +9.3 % | 14.5 % | −71.0 % | −33.4 % |
| NZ Super 80/20 live | high | 1926 | +9.2 % | 14.7 % | −74.4 % | −34.8 % |
| Ferri Core Four live | medium | 1926 | +9.3 % | 14.8 % | −74.9 % | −35.8 % |
| LifeStrategy 80/20 live | high | 1926 | +9.3 % | 14.9 % | −74.6 % | −35.0 % |
| CPP Canada 85/15 live | high | 1926 | +9.3 % | 15.5 % | −77.0 % | −37.1 % |
| Fidelity Four-in-One live | high | 1926 | +9.7 % | 16.1 % | −77.4 % | −37.5 % |
| Second-Grader's live | high | 1926 | +9.5 % | 16.4 % | −79.4 % | −39.3 % |
| Target Retirement 2050 live | high | 1926 | +9.6 % | 16.4 % | −79.4 % | −39.3 % |
| Ramsey four funds live | high | 1926 | +10.8 % | 20.4 % | −84.7 % | −45.1 % |
| Merriman two funds live | high | 1926 | +12.6 % | 22.6 % | −85.6 % | −48.1 % |
| Four Corners live | high | 1926 | +12.6 % | 23.3 % | −86.7 % | −49.9 % |
Calculated on historical data. Past results do not predict the future. Models before the 1990s use stand-ins for classes that had no index yet; fees, taxes and fund costs are not included. This is mathematics, not an investment recommendation.