Portfolio Real Cumulative Growth
YearReal Cumulative GrowthEst. Return (SD 0)Est. Return (+1σ)Est. Return (+2σ)Est. Return (+3σ)Est. Return (−1σ)Est. Return (−2σ)Est. Return (−3σ)Diff. to Mean
197093.43%71.37%83.21%97.03%113.13%61.21%52.49%45.02%-23.61%
1971108.67%76.27%88.93%103.69%120.91%65.41%56.10%48.11%-29.82%
1972130.27%81.51%95.04%110.81%129.21%69.90%59.95%51.42%-37.43%
1973105.00%87.11%101.57%118.43%138.09%74.70%64.07%54.95%-17.04%
197469.15%93.09%108.54%126.56%147.57%79.84%68.47%58.72%34.62%
197585.44%99.48%116.00%135.26%157.71%85.32%73.17%62.76%16.44%
197694.02%106.32%123.97%144.55%168.54%91.18%78.20%67.07%13.08%
197789.51%113.62%132.48%154.48%180.12%97.44%83.57%71.67%26.94%
197894.64%121.43%141.58%165.09%192.49%104.14%89.31%76.60%28.31%
197994.33%129.77%151.31%176.43%205.71%111.29%95.45%81.86%37.57%
1980107.27%138.68%161.70%188.55%219.85%118.94%102.00%87.48%29.28%
198194.08%148.21%172.81%201.50%234.95%127.11%109.01%93.49%57.53%
1982101.05%158.39%184.68%215.34%251.09%135.84%116.50%99.91%56.74%
1983118.20%169.27%197.37%230.13%268.33%145.17%124.50%106.77%43.21%
1984119.02%180.89%210.92%245.94%286.77%155.14%133.05%114.11%51.99%
1985159.52%193.32%225.41%262.83%306.46%165.80%142.19%121.95%21.19%
1986213.66%206.60%240.90%280.89%327.51%177.19%151.96%130.32%-3.31%
1987227.56%220.79%257.44%300.18%350.01%189.36%162.40%139.28%-2.97%
1988264.96%235.96%275.13%320.80%374.05%202.36%173.55%148.84%-10.94%
1989321.91%252.16%294.03%342.84%399.75%216.26%185.47%159.07%-21.67%
1990273.71%269.49%314.22%366.39%427.21%231.12%198.21%169.99%-1.54%
1991337.91%288.00%335.81%391.55%456.55%247.00%211.83%181.67%-14.77%
1992332.43%307.78%358.87%418.45%487.91%263.96%226.38%194.15%-7.41%
1993396.67%328.92%383.53%447.19%521.43%282.09%241.93%207.49%-17.08%
1994392.85%351.52%409.87%477.91%557.25%301.47%258.55%221.74%-10.52%
1995478.93%375.66%438.03%510.74%595.53%322.18%276.31%236.97%-21.56%
1996536.25%401.47%468.11%545.82%636.43%344.31%295.29%253.25%-25.13%
1997620.77%429.04%500.27%583.32%680.15%367.96%315.57%270.65%-30.88%
1998725.79%458.52%534.63%623.39%726.87%393.24%337.25%289.24%-36.83%
1999902.86%490.01%571.36%666.21%776.80%420.25%360.42%309.10%-45.73%
2000758.69%523.67%610.60%711.97%830.16%449.12%385.17%330.34%-30.98%
2001644.12%559.64%652.55%760.87%887.18%479.97%411.63%353.03%-13.11%
2002514.87%598.09%697.37%813.14%948.13%512.94%439.91%377.28%16.16%
2003686.49%639.17%745.28%869.00%1,013.25%548.17%470.13%403.19%-6.89%
2004772.09%683.07%796.47%928.69%1,082.86%585.82%502.42%430.89%-11.53%
2005825.47%730.00%851.18%992.48%1,157.24%626.07%536.93%460.49%-11.57%
2006967.11%780.14%909.65%1,060.66%1,236.73%669.07%573.81%492.12%-19.33%
20071,022.47%833.73%972.13%1,133.51%1,321.68%715.03%613.23%525.92%-18.46%
2008616.80%891.00%1,038.91%1,211.38%1,412.47%764.15%655.35%562.05%44.46%
2009795.25%952.20%1,110.27%1,294.59%1,509.50%816.64%700.37%600.66%19.74%
2010897.50%1,017.61%1,186.54%1,383.51%1,613.19%872.73%748.48%641.92%13.38%
2011829.43%1,087.51%1,268.05%1,478.55%1,724.00%932.68%799.89%686.01%31.12%
2012956.09%1,162.21%1,355.15%1,580.11%1,842.42%996.75%854.84%733.13%21.56%
20131,194.12%1,242.05%1,448.24%1,688.65%1,968.98%1,065.22%913.56%783.49%4.01%
20141,253.52%1,327.37%1,547.72%1,804.65%2,104.23%1,138.39%976.31%837.31%5.89%
20151,257.56%1,418.54%1,654.03%1,928.61%2,248.77%1,216.58%1,043.38%894.83%12.80%
20161,346.87%1,515.99%1,767.65%2,061.09%2,403.24%1,300.15%1,115.05%956.30%12.56%
20171,631.12%1,620.12%1,889.07%2,202.67%2,568.32%1,389.46%1,191.64%1,021.99%-0.67%
20181,458.17%1,731.41%2,018.83%2,353.97%2,744.75%1,484.91%1,273.50%1,092.19%18.74%
20191,812.71%1,850.34%2,157.51%2,515.67%2,933.29%1,586.90%1,360.97%1,167.21%2.08%
20202,094.14%1,977.44%2,305.71%2,688.47%3,134.78%1,695.91%1,454.46%1,247.39%-5.57%
20212,331.11%2,113.28%2,464.09%2,873.15%3,350.11%1,812.41%1,554.37%1,333.07%-9.34%
20221,794.75%2,258.44%2,633.35%3,070.51%3,580.23%1,936.90%1,661.14%1,424.64%25.84%
20232,118.57%2,413.57%2,814.24%3,281.42%3,826.16%2,069.95%1,775.25%1,522.50%13.92%
20242,390.43%2,579.37%3,007.56%3,506.83%4,088.98%2,212.14%1,897.19%1,627.09%7.90%
20252,874.71%2,756.55%3,214.15%3,747.72%4,369.86%2,364.09%2,027.51%1,738.85%-4.11%
20263,209.83%2,945.90%3,434.93%4,005.15%4,670.03%2,526.48%2,166.78%1,858.30%-8.22%
20273,148.25%3,670.88%4,280.27%4,990.82%2,700.03%2,315.62%1,985.94%-1.92%
20283,364.51%3,923.04%4,574.29%5,333.65%2,885.50%2,474.69%2,122.36%2.38%
20293,595.62%4,192.52%4,888.50%5,700.02%3,083.71%2,644.68%2,268.15%3.86%
20303,842.61%4,480.51%5,224.30%6,091.56%3,295.53%2,826.34%2,423.95%4.60%
20314,106.56%4,788.28%5,583.16%6,510.00%3,521.91%3,020.49%2,590.45%5.05%
20324,388.65%5,117.19%5,966.68%6,957.18%3,763.83%3,227.97%2,768.40%5.35%
20334,690.11%5,468.70%6,376.53%7,435.08%4,022.37%3,449.70%2,958.56%5.57%
20345,012.28%5,844.35%6,814.55%7,945.80%4,298.67%3,686.66%3,161.79%5.73%
20355,356.58%6,245.80%7,282.65%8,491.61%4,593.95%3,939.91%3,378.97%5.86%
20365,724.53%6,674.84%7,782.90%9,074.91%4,909.52%4,210.54%3,611.08%5.96%
20376,117.75%7,133.34%8,317.52%9,698.27%5,246.76%4,499.77%3,859.13%6.04%
20386,537.99%7,623.34%8,888.86%10,364.46%5,607.16%4,808.86%4,124.22%6.11%
20396,987.09%8,146.99%9,499.44%11,076.41%5,992.33%5,139.19%4,407.52%6.17%
20407,467.04%8,706.62%10,151.97%11,837.26%6,403.95%5,492.21%4,710.27%6.22%
20417,979.96%9,304.69%10,849.32%12,650.38%6,843.84%5,869.47%5,033.83%6.26%
20428,528.12%9,943.84%11,594.57%13,519.34%7,313.95%6,272.66%5,379.61%6.30%
20439,113.92%10,626.89%12,391.02%14,448.00%7,816.36%6,703.53%5,749.14%6.33%
20449,739.97%11,356.86%13,242.17%15,440.46%8,353.27%7,164.00%6,144.05%6.36%
204510,409.02%12,136.98%14,151.79%16,501.08%8,927.07%7,656.11%6,566.10%6.39%
204611,124.03%12,970.68%15,123.90%17,634.56%9,540.28%8,182.02%7,017.13%6.41%
204711,888.15%13,861.66%16,162.78%18,845.90%10,195.61%8,744.05%7,499.14%6.43%
204812,704.76%14,813.83%17,273.02%20,140.44%10,895.96%9,344.69%8,014.27%6.45%
204913,577.47%15,831.41%18,459.52%21,523.91%11,644.42%9,986.59%8,564.78%6.47%
205014,510.12%16,918.89%19,727.53%23,002.42%12,444.29%10,672.58%9,153.10%6.49%
205115,506.84%18,081.07%21,082.63%24,582.48%13,299.10%11,405.69%9,781.84%6.50%
205216,572.02%19,323.08%22,530.83%26,271.08%14,212.63%12,189.16%10,453.77%6.52%
205317,710.37%20,650.40%24,078.50%28,075.67%15,188.92%13,026.45%11,171.85%6.53%
205418,926.92%22,068.90%25,732.48%30,004.23%16,232.26%13,921.25%11,939.26%6.54%
205520,227.03%23,584.84%27,500.07%32,065.25%17,347.28%14,877.52%12,759.38%6.55%
205621,616.45%25,204.91%29,389.08%34,267.85%18,538.88%15,899.47%13,635.84%6.56%
Portfolio Draw Down
YearNominal DrawdownReal Drawdown
1970-1.37%-6.57%
1971-0.00%-0.00%
1972-0.00%-0.00%
1973-12.38%-19.40%
1974-35.17%-46.92%
1975-14.34%-34.41%
1976-1.16%-27.83%
1977-0.00%-31.29%
1978-0.00%-27.35%
1979-0.00%-27.59%
1980-0.00%-17.66%
1981-4.47%-27.78%
1982-0.00%-22.43%
1983-0.00%-9.27%
1984-0.00%-8.64%
1985-0.00%-0.00%
1986-0.00%-0.00%
1987-0.00%-0.00%
1988-0.00%-0.00%
1989-0.00%-0.00%
1990-9.78%-14.97%
1991-0.00%-0.00%
1992-0.00%-1.62%
1993-0.00%-0.00%
1994-0.00%-0.96%
1995-0.00%-0.00%
1996-0.00%-0.00%
1997-0.00%-0.00%
1998-0.00%-0.00%
1999-0.00%-0.00%
2000-13.12%-15.97%
2001-25.10%-28.66%
2002-38.70%-42.97%
2003-16.73%-23.96%
2004-3.30%-14.48%
2005-0.00%-8.57%
2006-0.00%-0.00%
2007-0.00%-0.00%
2008-39.62%-39.68%
2009-20.04%-22.22%
2010-8.40%-12.22%
2011-12.84%-18.88%
2012-0.00%-6.49%
2013-0.00%-0.00%
2014-0.00%-0.00%
2015-0.00%-0.00%
2016-0.00%-0.00%
2017-0.00%-0.00%
2018-8.90%-10.60%
2019-0.00%-0.00%
2020-0.00%-0.00%
2021-0.00%-0.00%
2022-18.04%-23.01%
2023-0.01%-9.12%
2024-0.00%-0.00%
2025-0.00%-0.00%
2026-0.00%-0.00%
Portfolio 20 Year Stats
YearAnnualized Real ReturnMWR 20yrP-MWR 20yr
19706.02%5.49%3.79%
19715.52%6.11%4.02%
19725.84%5.47%3.71%
19734.80%4.74%2.88%
19746.87%6.06%4.45%
19759.07%9.63%7.93%
19769.00%8.46%6.95%
19779.10%8.27%6.82%
197810.17%9.32%7.97%
197910.72%9.58%8.33%
198011.96%10.48%9.38%
198110.28%10.17%8.73%
198210.10%12.70%10.85%
19838.48%13.27%10.66%
19849.19%12.70%10.51%
19859.80%14.09%11.92%
19868.57%11.93%9.63%
19877.84%9.86%7.68%
19887.80%10.03%7.80%
19894.32%9.34%5.33%
19904.63%8.12%4.83%
19916.12%10.04%6.98%
19924.59%8.74%5.18%
19935.42%9.37%6.11%
19945.66%8.36%5.58%
19955.97%8.94%6.14%
19964.95%7.82%4.84%
19974.71%7.33%4.41%
19984.95%6.63%4.11%
19993.55%5.91%2.97%
20003.55%4.90%2.46%
20015.21%5.98%3.81%
20026.64%7.32%5.30%
20036.44%9.67%6.89%
20045.80%7.79%5.26%
20055.81%7.31%4.95%
20066.44%7.19%5.13%
20076.18%6.47%4.52%
Portfolio 30 Year Stats
YearAnnualized Real ReturnSWR 30yrP-SWR 30yr
19707.61%4.84%4.30%
19717.23%5.41%4.74%
19726.11%4.88%4.06%
19734.69%4.24%3.17%
19746.46%5.44%4.61%
19758.37%8.66%7.88%
19767.85%7.60%6.82%
19778.08%7.42%6.69%
19788.46%8.35%7.62%
19796.45%8.55%7.24%
19807.36%9.24%8.15%
19817.34%8.85%7.79%
19827.53%10.94%9.70%
19837.78%11.28%10.09%
19848.01%10.73%9.67%
19858.16%11.80%10.68%
19867.12%9.85%8.60%
19876.33%8.05%6.77%
19886.79%8.11%6.97%
19895.85%7.48%6.12%
19905.93%6.56%5.40%
19917.02%8.16%7.09%
19926.65%7.11%6.08%
19935.78%7.70%6.27%
19945.74%6.88%5.59%
19956.20%7.36%6.15%
19966.16%6.43%5.36%
19976.15%6.07%5.06%
Portfolio Weights
YearVTSAXVTMGXVEMAX
197060.00%32.00%8.00%
197160.00%32.00%8.00%
197260.00%32.00%8.00%
197360.00%32.00%8.00%
197460.00%32.00%8.00%
197560.00%32.00%8.00%
197660.00%32.00%8.00%
197760.00%32.00%8.00%
197860.00%32.00%8.00%
197960.00%32.00%8.00%
198060.00%32.00%8.00%
198160.00%32.00%8.00%
198260.00%32.00%8.00%
198360.00%32.00%8.00%
198460.00%32.00%8.00%
198560.00%32.00%8.00%
198660.00%32.00%8.00%
198760.00%32.00%8.00%
198860.00%32.00%8.00%
198960.00%32.00%8.00%
199060.00%32.00%8.00%
199160.00%32.00%8.00%
199260.00%32.00%8.00%
199360.00%32.00%8.00%
199460.00%32.00%8.00%
199560.00%32.00%8.00%
199660.00%32.00%8.00%
199760.00%32.00%8.00%
199860.00%32.00%8.00%
199960.00%32.00%8.00%
200060.00%32.00%8.00%
200160.00%32.00%8.00%
200260.00%32.00%8.00%
200360.00%32.00%8.00%
200460.00%32.00%8.00%
200560.00%32.00%8.00%
200660.00%32.00%8.00%
200760.00%32.00%8.00%
200860.00%32.00%8.00%
200960.00%32.00%8.00%
201060.00%32.00%8.00%
201160.00%32.00%8.00%
201260.00%32.00%8.00%
201360.00%32.00%8.00%
201460.00%32.00%8.00%
201560.00%32.00%8.00%
201660.00%32.00%8.00%
201760.00%32.00%8.00%
201860.00%32.00%8.00%
201960.00%32.00%8.00%
202060.00%32.00%8.00%
202160.00%32.00%8.00%
202260.00%32.00%8.00%
202360.00%32.00%8.00%
202460.00%32.00%8.00%
202560.00%32.00%8.00%
202660.00%32.00%8.00%
Name:P3 (60% VTSAX, 32% VTMGX, 8% VEMAX)
TickerWeight
VTSAX60.00%
VTMGX32.00%
VEMAX8.00%
Total Weight100.00%
MetricNominalReal
Annual Return10.42%6.27%
StdDev16.62%16.60%
Skewness
-0.1192-0.1105
Kurtosis
0.59930.3847
Sharpe Ratio0.4400
Estimated Return6.87%
Max Draw Down-39.62%-46.92%
+1StdDev
+2StdDev
+3StdDev
-1StdDev
-2StdDev
-3StdDev
Estimated Mean
Diff to Mean
Real Cumulative Growth
VTSAX
VTMGX
VEMAX
Nominal
Real
Rolling 20 year real return
Max Withdrawal Rate 20
Permanent Max Withdrawal Rate 20
Rolling 30 year real return
Max Withdrawal Rate 30
Permanent Max Withdrawal Rate 30