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
197091.92%72.36%84.35%98.34%114.64%62.07%53.24%45.67%-21.29%
1971107.30%77.10%89.89%104.79%122.16%66.14%56.73%48.67%-28.14%
1972129.90%82.16%95.78%111.66%130.17%70.48%60.45%51.86%-36.75%
1973102.71%87.55%102.06%118.98%138.71%75.10%64.42%55.26%-14.76%
197468.86%93.29%108.76%126.79%147.81%80.03%68.65%58.88%35.49%
197585.74%99.41%115.89%135.11%157.50%85.27%73.15%62.75%15.94%
197693.81%105.93%123.49%143.97%167.83%90.87%77.95%66.86%12.92%
197789.06%112.88%131.60%153.41%178.84%96.83%83.06%71.25%26.74%
197894.52%120.29%140.23%163.47%190.58%103.18%88.51%75.92%27.26%
197993.86%128.18%149.43%174.20%203.08%109.95%94.31%80.90%36.56%
1980106.18%136.58%159.23%185.62%216.40%117.16%100.50%86.21%28.64%
198193.22%145.54%169.67%197.80%230.59%124.85%107.09%91.86%56.13%
1982100.90%155.09%180.80%210.77%245.72%133.03%114.12%97.89%53.71%
1983118.89%165.26%192.66%224.60%261.83%141.76%121.60%104.31%39.00%
1984119.32%176.10%205.30%239.33%279.01%151.06%129.58%111.15%47.59%
1985160.12%187.65%218.76%255.03%297.31%160.97%138.08%118.44%17.20%
1986215.31%199.96%233.11%271.76%316.81%171.53%147.14%126.21%-7.13%
1987230.20%213.08%248.40%289.59%337.59%182.78%156.79%134.49%-7.44%
1988265.64%227.06%264.70%308.58%359.74%194.77%167.07%143.31%-14.52%
1989314.94%241.95%282.06%328.82%383.33%207.54%178.03%152.71%-23.18%
1990265.80%257.82%300.56%350.39%408.48%221.16%189.71%162.73%-3.00%
1991320.58%274.73%320.28%373.38%435.27%235.66%202.15%173.40%-14.30%
1992310.77%292.75%341.29%397.87%463.83%251.12%215.41%184.78%-5.80%
1993362.63%311.96%363.67%423.96%494.25%267.60%229.54%196.90%-13.97%
1994361.58%332.42%387.53%451.77%526.67%285.15%244.60%209.81%-8.06%
1995442.65%354.23%412.95%481.41%561.22%303.85%260.64%223.58%-19.98%
1996493.27%377.46%440.04%512.99%598.03%323.78%277.74%238.24%-23.48%
1997573.72%402.22%468.90%546.64%637.26%345.02%295.96%253.87%-29.89%
1998678.66%428.60%499.66%582.49%679.06%367.65%315.37%270.52%-36.85%
1999834.47%456.72%532.43%620.70%723.60%391.77%336.06%288.27%-45.27%
2000705.53%486.68%567.36%661.41%771.06%417.47%358.10%307.18%-31.02%
2001593.36%518.60%604.57%704.80%821.64%444.85%381.59%327.33%-12.60%
2002471.76%552.62%644.23%751.03%875.54%474.03%406.62%348.80%17.14%
2003625.07%588.86%686.49%800.29%932.97%505.12%433.29%371.68%-5.79%
2004701.59%627.49%731.52%852.79%994.17%538.26%461.71%396.06%-10.56%
2005745.43%668.65%779.50%908.73%1,059.38%573.56%492.00%422.03%-10.30%
2006872.60%712.51%830.63%968.34%1,128.87%611.19%524.27%449.72%-18.35%
2007918.47%759.25%885.12%1,031.85%1,202.92%651.28%558.66%479.22%-17.34%
2008552.11%809.05%943.18%1,099.54%1,281.82%694.00%595.31%510.65%46.54%
2009709.43%862.12%1,005.04%1,171.66%1,365.90%739.52%634.36%544.15%21.52%
2010802.42%918.67%1,070.97%1,248.52%1,455.50%788.03%675.97%579.84%14.49%
2011739.13%978.93%1,141.22%1,330.41%1,550.97%839.72%720.31%617.87%32.44%
2012850.81%1,043.14%1,216.08%1,417.68%1,652.70%894.80%767.56%658.40%22.61%
20131,057.59%1,111.57%1,295.84%1,510.67%1,761.11%953.50%817.90%701.59%5.10%
20141,111.20%1,184.48%1,380.85%1,609.76%1,876.63%1,016.04%871.55%747.61%6.59%
20151,110.16%1,262.18%1,471.42%1,715.36%1,999.73%1,082.69%928.72%796.65%13.69%
20161,190.58%1,344.97%1,567.94%1,827.87%2,130.90%1,153.71%989.64%848.91%12.97%
20171,442.58%1,433.19%1,670.79%1,947.77%2,270.68%1,229.38%1,054.56%904.59%-0.65%
20181,289.92%1,527.20%1,780.38%2,075.54%2,419.62%1,310.02%1,123.73%963.93%18.39%
20191,602.59%1,627.38%1,897.17%2,211.68%2,578.34%1,395.95%1,197.44%1,027.16%1.55%
20201,851.55%1,734.12%2,021.61%2,356.75%2,747.46%1,487.52%1,275.99%1,094.53%-6.34%
20212,056.25%1,847.87%2,154.22%2,511.35%2,927.68%1,585.09%1,359.68%1,166.33%-10.13%
20221,581.60%1,969.08%2,295.52%2,676.08%3,119.72%1,689.07%1,448.87%1,242.83%24.50%
20231,864.16%2,098.25%2,446.10%2,851.61%3,324.36%1,799.86%1,543.91%1,324.36%12.56%
20242,107.12%2,235.88%2,606.55%3,038.66%3,542.42%1,917.92%1,645.18%1,411.23%6.11%
20252,526.58%2,382.54%2,777.52%3,237.98%3,774.78%2,043.73%1,753.10%1,503.80%-5.70%
20262,818.39%2,538.82%2,959.71%3,450.38%4,022.39%2,177.79%1,868.09%1,602.44%-9.92%
20272,705.36%3,153.85%3,676.70%4,286.23%2,320.64%1,990.63%1,707.55%-4.01%
20282,882.81%3,360.73%3,917.88%4,567.39%2,472.86%2,121.20%1,819.55%1.14%
20293,071.91%3,581.18%4,174.87%4,866.98%2,635.06%2,260.34%1,938.91%2.91%
20303,273.41%3,816.08%4,448.72%5,186.23%2,807.91%2,408.61%2,066.09%3.81%
20313,488.13%4,066.40%4,740.53%5,526.42%2,992.10%2,566.60%2,201.61%4.36%
20323,716.93%4,333.13%5,051.48%5,888.92%3,188.36%2,734.96%2,346.03%4.72%
20333,960.74%4,617.36%5,382.83%6,275.21%3,397.50%2,914.35%2,499.91%4.98%
20344,220.55%4,920.23%5,735.92%6,686.83%3,620.36%3,105.52%2,663.90%5.18%
20354,497.39%5,242.98%6,112.16%7,125.45%3,857.83%3,309.23%2,838.63%5.33%
20364,792.40%5,586.89%6,513.09%7,592.84%4,110.89%3,526.29%3,024.83%5.45%
20375,106.75%5,953.36%6,940.31%8,090.89%4,380.54%3,757.60%3,223.25%5.55%
20385,441.73%6,343.86%7,395.56%8,621.61%4,667.88%4,004.08%3,434.67%5.64%
20395,798.68%6,759.99%7,880.67%9,187.14%4,974.07%4,266.72%3,659.97%5.71%
20406,179.04%7,203.41%8,397.60%9,789.76%5,300.34%4,546.60%3,900.04%5.77%
20416,584.35%7,675.91%8,948.44%10,431.92%5,648.01%4,844.83%4,155.87%5.82%
20427,016.25%8,179.41%9,535.41%11,116.20%6,018.49%5,162.63%4,428.47%5.87%
20437,476.48%8,715.94%10,160.88%11,845.36%6,413.27%5,501.27%4,718.95%5.91%
20447,966.89%9,287.66%10,827.38%12,622.35%6,833.95%5,862.12%5,028.49%5.94%
20458,489.48%9,896.88%11,537.59%13,450.31%7,282.22%6,246.64%5,358.33%5.98%
20469,046.34%10,546.06%12,294.40%14,332.58%7,759.90%6,656.39%5,709.81%6.00%
20479,639.74%11,237.82%13,100.85%15,272.72%8,268.90%7,093.01%6,084.34%6.03%
204810,272.05%11,974.97%13,960.19%16,274.53%8,811.30%7,558.28%6,483.44%6.05%
204910,945.84%12,760.46%14,875.91%17,342.05%9,389.27%8,054.06%6,908.72%6.08%
205011,663.83%13,597.48%15,851.69%18,479.60%10,005.16%8,582.36%7,361.90%6.10%
205112,428.92%14,489.40%16,891.47%19,691.76%10,661.45%9,145.32%7,844.80%6.12%
205213,244.19%15,439.83%17,999.46%20,983.44%11,360.78%9,745.21%8,359.38%6.13%
205314,112.93%16,452.60%19,180.13%22,359.84%12,105.99%10,384.44%8,907.71%6.15%
205415,038.67%17,531.80%20,438.24%23,826.53%12,900.07%11,065.60%9,492.01%6.16%
205516,025.12%18,681.79%21,778.88%25,389.42%13,746.25%11,791.45%10,114.63%6.18%
205617,076.29%19,907.22%23,207.46%27,054.83%14,647.93%12,564.90%10,778.10%6.19%
Portfolio Draw Down
YearNominal DrawdownReal Drawdown
1970-2.96%-8.08%
1971-0.00%-0.00%
1972-0.00%-0.00%
1973-14.05%-20.93%
1974-35.26%-46.99%
1975-13.79%-33.99%
1976-1.10%-27.78%
1977-0.00%-31.44%
1978-0.00%-27.24%
1979-0.00%-27.74%
1980-0.00%-18.26%
1981-4.38%-28.24%
1982-0.00%-22.33%
1983-0.00%-8.47%
1984-0.00%-8.15%
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%
1990-10.45%-15.60%
1991-0.00%-0.00%
1992-0.25%-3.06%
1993-0.00%-0.00%
1994-0.00%-0.29%
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%
2000-12.59%-15.45%
2001-25.34%-28.89%
2002-39.23%-43.47%
2003-17.97%-25.09%
2004-4.92%-15.92%
2005-0.00%-10.67%
2006-0.00%-0.00%
2007-0.00%-0.00%
2008-39.83%-39.89%
2009-20.59%-22.76%
2010-8.83%-12.64%
2011-13.53%-19.53%
2012-0.00%-7.37%
2013-0.00%-0.00%
2014-0.00%-0.00%
2015-0.00%-0.09%
2016-0.00%-0.00%
2017-0.00%-0.00%
2018-8.87%-10.58%
2019-0.00%-0.00%
2020-0.00%-0.00%
2021-0.00%-0.00%
2022-18.12%-23.08%
2023-0.26%-9.34%
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
19705.90%5.47%3.73%
19715.45%6.18%4.04%
19725.63%5.52%3.67%
19734.46%4.73%2.75%
19746.51%6.16%4.41%
19758.65%9.61%7.78%
19768.55%8.36%6.74%
19778.65%8.20%6.64%
19789.76%9.25%7.81%
197910.36%9.45%8.14%
198011.54%10.36%9.20%
19819.93%10.09%8.57%
19829.70%12.57%10.59%
19838.02%12.99%10.21%
19848.65%12.28%9.94%
19859.26%13.58%11.27%
19867.99%11.41%8.96%
19877.25%9.32%7.02%
19887.16%9.37%7.02%
19893.73%8.74%4.53%
19904.14%7.72%4.29%
19915.68%9.56%6.39%
19924.27%8.46%4.79%
19935.16%9.17%5.82%
19945.50%8.35%5.48%
19955.77%8.86%5.97%
19964.70%7.69%4.63%
19974.50%7.24%4.24%
19984.72%6.50%3.91%
19993.26%5.72%2.71%
20003.32%4.78%2.29%
20014.94%5.79%3.58%
20026.41%7.13%5.08%
20036.24%9.45%6.63%
20045.62%7.64%5.08%
20055.65%7.17%4.78%
20066.29%7.09%5.00%
20076.04%6.38%4.40%
Portfolio 30 Year Stats
YearAnnualized Real ReturnSWR 30yrP-SWR 30yr
19707.33%4.78%4.21%
19717.03%5.43%4.72%
19725.87%4.88%4.00%
19734.39%4.20%3.05%
19746.20%5.48%4.58%
19758.05%8.57%7.73%
19767.47%7.46%6.60%
19777.72%7.30%6.51%
19788.09%8.22%7.43%
19796.06%8.37%6.94%
19806.97%9.06%7.86%
19816.97%8.69%7.54%
19827.15%10.70%9.35%
19837.37%10.91%9.62%
19847.56%10.24%9.09%
19857.72%11.23%10.02%
19866.67%9.30%7.96%
19875.87%7.51%6.15%
19886.31%7.49%6.29%
19895.41%6.92%5.50%
19905.57%6.18%4.97%
19916.68%7.71%6.60%
19926.39%6.84%5.77%
19935.57%7.49%6.02%
19945.61%6.83%5.50%
19956.05%7.25%6.00%
19965.98%6.30%5.19%
19975.98%5.96%4.92%
Portfolio Weights
YearVTSAXVTIAX
197060.00%40.00%
197160.00%40.00%
197260.00%40.00%
197360.00%40.00%
197460.00%40.00%
197560.00%40.00%
197660.00%40.00%
197760.00%40.00%
197860.00%40.00%
197960.00%40.00%
198060.00%40.00%
198160.00%40.00%
198260.00%40.00%
198360.00%40.00%
198460.00%40.00%
198560.00%40.00%
198660.00%40.00%
198760.00%40.00%
198860.00%40.00%
198960.00%40.00%
199060.00%40.00%
199160.00%40.00%
199260.00%40.00%
199360.00%40.00%
199460.00%40.00%
199560.00%40.00%
199660.00%40.00%
199760.00%40.00%
199860.00%40.00%
199960.00%40.00%
200060.00%40.00%
200160.00%40.00%
200260.00%40.00%
200360.00%40.00%
200460.00%40.00%
200560.00%40.00%
200660.00%40.00%
200760.00%40.00%
200860.00%40.00%
200960.00%40.00%
201060.00%40.00%
201160.00%40.00%
201260.00%40.00%
201360.00%40.00%
201460.00%40.00%
201560.00%40.00%
201660.00%40.00%
201760.00%40.00%
201860.00%40.00%
201960.00%40.00%
202060.00%40.00%
202160.00%40.00%
202260.00%40.00%
202360.00%40.00%
202460.00%40.00%
202560.00%40.00%
202660.00%40.00%
Name:P2 (60% VTSAX, 40% VTIAX)
TickerWeight
VTSAX60.00%
VTIAX40.00%
Total Weight100.00%
MetricNominalReal
Annual Return10.17%6.03%
StdDev16.59%16.58%
Skewness
-0.1181-0.1090
Kurtosis
0.56960.3310
Sharpe Ratio0.4254
Estimated Return6.56%
Max Draw Down-39.83%-46.99%
+1StdDev
+2StdDev
+3StdDev
-1StdDev
-2StdDev
-3StdDev
Estimated Mean
Diff to Mean
Real Cumulative Growth
VTSAX
VTIAX
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