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
197094.12%88.50%102.96%119.78%139.35%76.07%65.38%56.20%-5.98%
1971115.72%95.57%111.19%129.36%150.50%82.15%70.61%60.69%-17.41%
1972141.39%103.21%120.08%139.70%162.53%88.72%76.26%65.55%-27.00%
1973113.17%111.47%129.68%150.87%175.52%95.81%82.35%70.79%-1.51%
197476.56%120.38%140.05%162.93%189.56%103.47%88.94%76.45%57.24%
197596.07%130.00%151.25%175.96%204.71%111.74%96.05%82.56%35.32%
1976111.44%140.40%163.34%190.03%221.08%120.68%103.73%89.16%25.99%
1977116.83%151.62%176.40%205.22%238.76%130.33%112.02%96.29%29.78%
1978128.54%163.74%190.50%221.63%257.85%140.75%120.98%103.99%27.39%
1979134.46%176.84%205.73%239.35%278.46%152.00%130.65%112.30%31.52%
1980149.60%190.97%222.18%258.49%300.72%164.15%141.10%121.28%27.65%
1981138.66%206.24%239.94%279.15%324.77%177.28%152.38%130.97%48.74%
1982149.66%222.73%259.13%301.47%350.73%191.45%164.56%141.45%48.83%
1983183.22%240.54%279.85%325.58%378.78%206.76%177.72%152.76%31.28%
1984187.39%259.77%302.22%351.61%409.06%223.29%191.93%164.97%38.63%
1985254.20%280.54%326.39%379.72%441.77%241.14%207.27%178.16%10.36%
1986336.79%302.97%352.48%410.08%477.09%260.42%223.84%192.40%-10.04%
1987365.16%327.20%380.66%442.86%515.23%281.24%241.74%207.79%-10.40%
1988439.40%353.36%411.10%478.27%556.43%303.73%261.07%224.40%-19.58%
1989527.75%381.61%443.97%516.51%600.91%328.01%281.94%242.34%-27.69%
1990432.76%412.12%479.46%557.81%648.96%354.24%304.48%261.72%-4.77%
1991536.88%445.07%517.80%602.41%700.84%382.56%328.83%282.64%-17.10%
1992543.75%480.65%559.20%650.57%756.88%413.14%355.12%305.24%-11.60%
1993684.60%519.08%603.91%702.59%817.39%446.18%383.51%329.64%-24.18%
1994679.90%560.59%652.19%758.76%882.74%481.85%414.17%356.00%-17.55%
1995789.07%605.41%704.33%819.42%953.32%520.38%447.29%384.46%-23.28%
1996884.88%653.81%760.65%884.94%1,029.54%561.98%483.05%415.20%-26.11%
1997992.49%706.08%821.46%955.69%1,111.86%606.91%521.67%448.40%-28.86%
19981,052.42%762.54%887.14%1,032.10%1,200.75%655.44%563.38%484.25%-27.54%
19991,304.69%823.51%958.07%1,114.62%1,296.76%707.84%608.42%522.97%-36.88%
20001,190.37%889.35%1,034.67%1,203.74%1,400.44%764.43%657.07%564.78%-25.29%
20011,116.96%960.45%1,117.40%1,299.98%1,512.41%825.55%709.60%609.93%-14.01%
2002969.77%1,037.24%1,206.73%1,403.92%1,633.33%891.56%766.34%658.70%6.96%
20031,365.81%1,120.17%1,303.22%1,516.17%1,763.92%962.84%827.61%711.37%-17.98%
20041,608.38%1,209.74%1,407.41%1,637.39%1,904.95%1,039.82%893.78%768.24%-24.79%
20051,770.52%1,306.46%1,519.94%1,768.30%2,057.25%1,122.96%965.24%829.66%-26.21%
20062,108.62%1,410.91%1,641.46%1,909.68%2,221.74%1,212.74%1,042.41%896.00%-33.09%
20072,144.84%1,523.72%1,772.70%2,062.37%2,399.37%1,309.71%1,125.75%967.64%-28.96%
20081,309.98%1,645.54%1,914.43%2,227.26%2,591.21%1,414.42%1,215.76%1,045.00%25.62%
20091,736.67%1,777.11%2,067.50%2,405.34%2,798.38%1,527.51%1,312.96%1,128.55%2.33%
20102,012.65%1,919.19%2,232.80%2,597.65%3,022.12%1,649.64%1,417.94%1,218.78%-4.64%
20111,798.52%2,072.64%2,411.32%2,805.34%3,263.74%1,781.53%1,531.31%1,316.23%15.24%
20122,069.99%2,238.35%2,604.11%3,029.63%3,524.69%1,923.97%1,653.74%1,421.46%8.13%
20132,549.83%2,417.31%2,812.31%3,271.86%3,806.50%2,077.79%1,785.96%1,535.11%-5.20%
20142,609.55%2,610.58%3,037.17%3,533.45%4,110.84%2,243.92%1,928.75%1,657.85%0.04%
20152,528.35%2,819.31%3,280.00%3,815.96%4,439.51%2,423.33%2,082.96%1,790.40%11.51%
20162,809.53%3,044.72%3,542.24%4,121.06%4,794.46%2,617.08%2,249.50%1,933.55%8.37%
20173,337.02%3,288.15%3,825.45%4,450.55%5,177.79%2,826.32%2,429.35%2,088.14%-1.46%
20182,869.52%3,551.05%4,131.31%4,806.38%5,591.77%3,052.29%2,623.59%2,255.09%23.75%
20193,418.78%3,834.97%4,461.62%5,190.67%6,038.85%3,296.33%2,833.35%2,435.39%12.17%
20203,695.38%4,141.58%4,818.34%5,605.68%6,521.67%3,559.88%3,059.88%2,630.11%12.07%
20214,207.48%4,472.71%5,203.58%6,053.87%7,043.10%3,844.50%3,304.53%2,840.39%6.30%
20223,402.29%4,830.32%5,619.62%6,537.89%7,606.21%4,151.88%3,568.73%3,067.49%41.97%
20233,922.98%5,216.52%6,068.92%7,060.61%8,214.35%4,483.84%3,854.06%3,312.75%32.97%
20244,228.54%5,633.59%6,554.15%7,625.13%8,871.11%4,842.33%4,162.21%3,577.61%33.23%
20255,096.71%6,084.01%7,078.17%8,234.78%9,580.38%5,229.49%4,494.99%3,863.65%19.37%
20265,828.76%6,570.45%7,644.09%8,893.17%10,346.36%5,647.60%4,854.37%4,172.56%12.72%
20277,095.77%8,255.25%9,604.20%11,173.58%6,099.14%5,242.49%4,506.17%21.74%
20287,663.10%8,915.29%10,372.09%12,066.93%6,586.79%5,661.65%4,866.45%14.66%
20298,275.78%9,628.09%11,201.36%13,031.72%7,113.42%6,114.31%5,255.53%12.39%
20308,937.46%10,397.88%12,096.94%14,073.64%7,682.16%6,603.17%5,675.73%11.28%
20319,652.03%11,229.22%13,064.13%15,198.87%8,296.36%7,131.11%6,129.52%10.61%
203210,423.74%12,127.03%14,108.64%16,414.06%8,959.68%7,701.26%6,619.59%10.17%
203311,257.14%13,096.61%15,236.66%17,726.41%9,676.03%8,317.00%7,148.84%9.86%
203412,157.18%14,143.72%16,454.88%19,143.68%10,449.66%8,981.96%7,720.41%9.62%
203513,129.18%15,274.55%17,770.49%20,674.27%11,285.14%9,700.10%8,337.68%9.44%
203614,178.90%16,495.80%19,191.29%22,327.24%12,187.42%10,475.64%9,004.30%9.30%
203715,312.54%17,814.68%20,725.69%24,112.36%13,161.83%11,313.20%9,724.22%9.18%
203816,536.82%19,239.01%22,382.76%26,040.21%14,214.16%12,217.72%10,501.70%9.08%
203917,858.98%20,777.23%24,172.32%28,122.20%15,350.62%13,194.56%11,341.34%8.99%
204019,286.86%22,438.42%26,104.97%30,370.65%16,577.94%14,249.51%12,248.11%8.92%
204120,828.90%24,232.44%28,192.13%32,798.86%17,903.39%15,388.79%13,227.38%8.86%
204222,494.22%26,169.89%30,446.17%35,421.22%19,334.82%16,619.17%14,284.94%8.81%
204324,292.70%28,262.24%32,880.43%38,253.25%20,880.69%17,947.92%15,427.06%8.76%
204426,234.97%30,521.89%35,509.31%41,311.70%22,550.16%19,382.90%16,660.50%8.72%
204528,332.52%32,962.19%38,348.37%44,614.68%24,353.11%20,932.62%17,992.55%8.68%
204630,597.79%35,597.61%41,414.43%48,181.75%26,300.21%22,606.24%19,431.10%8.64%
204733,044.16%38,443.74%44,725.63%52,034.01%28,402.98%24,413.67%20,984.67%8.61%
204835,686.14%41,517.42%48,301.57%56,194.27%30,673.88%26,365.61%22,662.46%8.58%
204938,539.34%44,836.85%52,163.41%60,687.16%33,126.34%28,473.61%24,474.38%8.56%
205041,620.67%48,421.68%56,334.02%65,539.27%35,774.88%30,750.16%26,431.18%8.54%
205144,948.36%52,293.13%60,838.08%70,779.31%38,635.18%33,208.72%28,544.42%8.51%
205248,542.10%56,474.11%65,702.25%76,438.31%41,724.17%35,863.85%30,826.63%8.49%
205352,423.17%60,989.37%70,955.33%82,549.77%45,060.13%38,731.26%33,291.30%8.48%
205456,614.55%65,865.64%76,628.40%89,149.85%48,662.81%41,827.93%35,953.03%8.46%
205561,141.04%71,131.78%82,755.05%96,277.62%52,553.54%45,172.19%38,827.58%8.44%
205666,029.44%76,818.96%89,371.55%103,975.29%56,755.34%48,783.83%41,931.95%8.43%
Portfolio Draw Down
YearNominal DrawdownReal Drawdown
1970-0.63%-5.88%
1971-0.00%-0.00%
1972-0.00%-0.00%
1973-12.98%-19.96%
1974-33.87%-45.85%
1975-11.26%-32.05%
1976-0.00%-21.18%
1977-0.00%-17.37%
1978-0.00%-9.09%
1979-0.00%-4.90%
1980-0.00%-0.00%
1981-0.00%-7.31%
1982-0.00%-0.00%
1983-0.00%-0.00%
1984-0.00%-0.00%
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%
1990-12.99%-18.00%
1991-0.00%-0.00%
1992-0.00%-0.00%
1993-0.00%-0.00%
1994-0.00%-0.69%
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%
2000-5.67%-8.76%
2001-10.11%-14.39%
2002-20.10%-25.67%
2003-0.00%-0.00%
2004-0.00%-0.00%
2005-0.00%-0.00%
2006-0.00%-0.00%
2007-0.00%-0.00%
2008-38.87%-38.92%
2009-16.75%-19.03%
2010-2.08%-6.16%
2011-9.91%-16.15%
2012-0.00%-3.49%
2013-0.00%-0.00%
2014-0.00%-0.00%
2015-2.40%-3.11%
2016-0.00%-0.00%
2017-0.00%-0.00%
2018-12.37%-14.01%
2019-0.00%-0.00%
2020-0.00%-0.00%
2021-0.00%-0.00%
2022-13.92%-19.14%
2023-0.00%-6.76%
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
19708.67%6.91%5.60%
19717.93%7.78%6.09%
19727.98%6.74%5.29%
19736.97%5.82%4.31%
19749.42%7.60%6.34%
197511.54%12.00%10.65%
197611.10%10.70%9.40%
197710.92%10.18%8.90%
197811.29%10.66%9.40%
197911.09%10.69%9.39%
198012.03%11.28%10.12%
198110.93%11.28%9.86%
198211.00%13.50%11.83%
19839.79%14.19%12.00%
198410.57%13.17%11.40%
198511.35%14.54%12.84%
198610.19%12.29%10.53%
19879.61%10.37%8.71%
19889.26%10.48%8.69%
19895.61%9.54%6.34%
19906.14%8.48%5.90%
19917.99%10.99%8.63%
19926.23%9.69%6.80%
19936.91%10.27%7.57%
19946.80%8.82%6.45%
19956.96%9.50%7.02%
19966.00%8.80%6.06%
19975.95%8.35%5.72%
19986.25%7.90%5.55%
19995.14%7.89%5.00%
20004.93%6.70%4.14%
20015.83%7.66%5.19%
20026.86%8.61%6.32%
20036.48%10.59%7.57%
20045.42%8.13%5.30%
20054.95%7.29%4.52%
20065.43%6.94%4.53%
20075.22%6.10%3.89%
Portfolio 30 Year Stats
YearAnnualized Real ReturnSWR 30yrP-SWR 30yr
19708.94%6.25%5.78%
19718.83%7.05%6.49%
19727.85%6.13%5.50%
19736.63%5.31%4.54%
19748.66%6.95%6.38%
197510.68%10.98%10.46%
197610.20%9.77%9.24%
197710.30%9.28%8.79%
197810.19%9.71%9.18%
19798.05%9.71%8.76%
19808.90%10.18%9.39%
19819.05%10.09%9.34%
19828.92%12.01%11.09%
19839.15%12.52%11.61%
19849.17%11.57%10.74%
19859.18%12.67%11.76%
19867.96%10.59%9.52%
19877.33%8.83%7.77%
19887.65%8.83%7.87%
19896.45%7.97%6.75%
19906.43%7.11%6.02%
19917.41%9.23%8.15%
19927.10%8.10%7.07%
19936.30%8.61%7.23%
19945.99%7.37%6.08%
19956.28%7.90%6.63%
19966.42%7.29%6.16%
19976.49%6.93%5.88%
Portfolio Weights
YearVTSAXAVUVVGSLXVTMGXAVDVDFAEVFIRX
197025.00%20.00%5.00%20.00%15.00%10.00%5.00%
197125.00%20.00%5.00%20.00%15.00%10.00%5.00%
197225.00%20.00%5.00%20.00%15.00%10.00%5.00%
197325.00%20.00%5.00%20.00%15.00%10.00%5.00%
197425.00%20.00%5.00%20.00%15.00%10.00%5.00%
197525.00%20.00%5.00%20.00%15.00%10.00%5.00%
197625.00%20.00%5.00%20.00%15.00%10.00%5.00%
197725.00%20.00%5.00%20.00%15.00%10.00%5.00%
197825.00%20.00%5.00%20.00%15.00%10.00%5.00%
197925.00%20.00%5.00%20.00%15.00%10.00%5.00%
198025.00%20.00%5.00%20.00%15.00%10.00%5.00%
198125.00%20.00%5.00%20.00%15.00%10.00%5.00%
198225.00%20.00%5.00%20.00%15.00%10.00%5.00%
198325.00%20.00%5.00%20.00%15.00%10.00%5.00%
198425.00%20.00%5.00%20.00%15.00%10.00%5.00%
198525.00%20.00%5.00%20.00%15.00%10.00%5.00%
198625.00%20.00%5.00%20.00%15.00%10.00%5.00%
198725.00%20.00%5.00%20.00%15.00%10.00%5.00%
198825.00%20.00%5.00%20.00%15.00%10.00%5.00%
198925.00%20.00%5.00%20.00%15.00%10.00%5.00%
199025.00%20.00%5.00%20.00%15.00%10.00%5.00%
199125.00%20.00%5.00%20.00%15.00%10.00%5.00%
199225.00%20.00%5.00%20.00%15.00%10.00%5.00%
199325.00%20.00%5.00%20.00%15.00%10.00%5.00%
199425.00%20.00%5.00%20.00%15.00%10.00%5.00%
199525.00%20.00%5.00%20.00%15.00%10.00%5.00%
199625.00%20.00%5.00%20.00%15.00%10.00%5.00%
199725.00%20.00%5.00%20.00%15.00%10.00%5.00%
199825.00%20.00%5.00%20.00%15.00%10.00%5.00%
199925.00%20.00%5.00%20.00%15.00%10.00%5.00%
200025.00%20.00%5.00%20.00%15.00%10.00%5.00%
200125.00%20.00%5.00%20.00%15.00%10.00%5.00%
200225.00%20.00%5.00%20.00%15.00%10.00%5.00%
200325.00%20.00%5.00%20.00%15.00%10.00%5.00%
200425.00%20.00%5.00%20.00%15.00%10.00%5.00%
200525.00%20.00%5.00%20.00%15.00%10.00%5.00%
200625.00%20.00%5.00%20.00%15.00%10.00%5.00%
200725.00%20.00%5.00%20.00%15.00%10.00%5.00%
200825.00%20.00%5.00%20.00%15.00%10.00%5.00%
200925.00%20.00%5.00%20.00%15.00%10.00%5.00%
201025.00%20.00%5.00%20.00%15.00%10.00%5.00%
201125.00%20.00%5.00%20.00%15.00%10.00%5.00%
201225.00%20.00%5.00%20.00%15.00%10.00%5.00%
201325.00%20.00%5.00%20.00%15.00%10.00%5.00%
201425.00%20.00%5.00%20.00%15.00%10.00%5.00%
201525.00%20.00%5.00%20.00%15.00%10.00%5.00%
201625.00%20.00%5.00%20.00%15.00%10.00%5.00%
201725.00%20.00%5.00%20.00%15.00%10.00%5.00%
201825.00%20.00%5.00%20.00%15.00%10.00%5.00%
201925.00%20.00%5.00%20.00%15.00%10.00%5.00%
202025.00%20.00%5.00%20.00%15.00%10.00%5.00%
202125.00%20.00%5.00%20.00%15.00%10.00%5.00%
202225.00%20.00%5.00%20.00%15.00%10.00%5.00%
202325.00%20.00%5.00%20.00%15.00%10.00%5.00%
202425.00%20.00%5.00%20.00%15.00%10.00%5.00%
202525.00%20.00%5.00%20.00%15.00%10.00%5.00%
202625.00%20.00%5.00%20.00%15.00%10.00%5.00%
Name:John and Jane
TickerWeight
VTSAX25.00%
AVUV20.00%
VGSLX5.00%
VTMGX20.00%
AVDV15.00%
DFAE10.00%
VFIRX5.00%
Total Weight100.00%
MetricNominalReal
Annual Return11.58%7.39%
StdDev16.52%16.34%
Skewness
-0.1036-0.0974
Kurtosis
0.66940.5955
Sharpe Ratio0.5103
Estimated Return8.00%
Max Draw Down-38.87%-45.85%
+1StdDev
+2StdDev
+3StdDev
-1StdDev
-2StdDev
-3StdDev
Estimated Mean
Diff to Mean
Real Cumulative Growth
VTSAX
AVUV
VGSLX
VTMGX
AVDV
DFAE
VFIRX
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