| Year | Real Cumulative Growth | Est. Return (SD 0) | Est. Return (+1σ) | Est. Return (+2σ) | Est. Return (+3σ) | Est. Return (−1σ) | Est. Return (−2σ) | Est. Return (−3σ) | Diff. to Mean |
|---|---|---|---|---|---|---|---|---|---|
| 1970 | 91.92% | 72.43% | 84.43% | 98.42% | 114.73% | 62.13% | 53.30% | 45.73% | -21.21% |
| 1971 | 107.30% | 77.18% | 89.96% | 104.87% | 122.25% | 66.21% | 56.80% | 48.72% | -28.07% |
| 1972 | 129.90% | 82.23% | 95.86% | 111.74% | 130.26% | 70.55% | 60.52% | 51.92% | -36.69% |
| 1973 | 102.71% | 87.62% | 102.14% | 119.07% | 138.80% | 75.17% | 64.48% | 55.32% | -14.69% |
| 1974 | 68.86% | 93.37% | 108.84% | 126.87% | 147.89% | 80.10% | 68.71% | 58.94% | 35.60% |
| 1975 | 85.74% | 99.49% | 115.97% | 135.18% | 157.58% | 85.34% | 73.21% | 62.81% | 16.03% |
| 1976 | 93.81% | 106.01% | 123.57% | 144.04% | 167.91% | 90.94% | 78.01% | 66.92% | 13.00% |
| 1977 | 89.06% | 112.95% | 131.67% | 153.48% | 178.92% | 96.90% | 83.12% | 71.31% | 26.82% |
| 1978 | 94.52% | 120.35% | 140.30% | 163.54% | 190.64% | 103.25% | 88.57% | 75.98% | 27.33% |
| 1979 | 93.86% | 128.24% | 149.49% | 174.26% | 203.13% | 110.01% | 94.38% | 80.96% | 36.63% |
| 1980 | 106.18% | 136.65% | 159.29% | 185.68% | 216.45% | 117.22% | 100.56% | 86.27% | 28.70% |
| 1981 | 93.22% | 145.60% | 169.73% | 197.85% | 230.63% | 124.91% | 107.15% | 91.92% | 56.20% |
| 1982 | 100.90% | 155.14% | 180.85% | 210.82% | 245.75% | 133.09% | 114.17% | 97.95% | 53.76% |
| 1983 | 118.89% | 165.31% | 192.70% | 224.63% | 261.85% | 141.81% | 121.66% | 104.36% | 39.04% |
| 1984 | 119.32% | 176.15% | 205.33% | 239.35% | 279.01% | 151.11% | 129.63% | 111.20% | 47.63% |
| 1985 | 160.12% | 187.69% | 218.79% | 255.04% | 297.30% | 161.01% | 138.12% | 118.49% | 17.22% |
| 1986 | 215.31% | 199.99% | 233.13% | 271.75% | 316.78% | 171.56% | 147.18% | 126.26% | -7.12% |
| 1987 | 230.20% | 213.10% | 248.40% | 289.56% | 337.54% | 182.81% | 156.82% | 134.53% | -7.43% |
| 1988 | 265.64% | 227.06% | 264.68% | 308.54% | 359.66% | 194.79% | 167.10% | 143.35% | -14.52% |
| 1989 | 314.94% | 241.94% | 282.03% | 328.76% | 383.23% | 207.55% | 178.05% | 152.74% | -23.18% |
| 1990 | 265.80% | 257.80% | 300.51% | 350.31% | 408.35% | 221.15% | 189.72% | 162.75% | -3.01% |
| 1991 | 320.58% | 274.69% | 320.21% | 373.26% | 435.11% | 235.65% | 202.15% | 173.42% | -14.31% |
| 1992 | 310.77% | 292.69% | 341.19% | 397.73% | 463.63% | 251.09% | 215.40% | 184.78% | -5.82% |
| 1993 | 362.63% | 311.88% | 363.55% | 423.79% | 494.01% | 267.55% | 229.52% | 196.89% | -13.99% |
| 1994 | 361.58% | 332.32% | 387.38% | 451.56% | 526.38% | 285.08% | 244.56% | 209.80% | -8.09% |
| 1995 | 442.65% | 354.09% | 412.77% | 481.16% | 560.88% | 303.76% | 260.59% | 223.55% | -20.01% |
| 1996 | 493.27% | 377.30% | 439.82% | 512.69% | 597.64% | 323.67% | 277.66% | 238.20% | -23.51% |
| 1997 | 573.72% | 402.03% | 468.64% | 546.29% | 636.81% | 344.88% | 295.86% | 253.81% | -29.93% |
| 1998 | 678.66% | 428.37% | 499.35% | 582.09% | 678.54% | 367.48% | 315.25% | 270.44% | -36.88% |
| 1999 | 834.47% | 456.45% | 532.08% | 620.24% | 723.01% | 391.57% | 335.91% | 288.16% | -45.30% |
| 2000 | 705.53% | 486.36% | 566.95% | 660.89% | 770.39% | 417.23% | 357.92% | 307.05% | -31.06% |
| 2001 | 593.36% | 518.24% | 604.10% | 704.20% | 820.88% | 444.57% | 381.38% | 327.17% | -12.66% |
| 2002 | 471.76% | 552.20% | 643.69% | 750.35% | 874.68% | 473.71% | 406.37% | 348.61% | 17.05% |
| 2003 | 625.07% | 588.39% | 685.88% | 799.52% | 932.00% | 504.75% | 433.01% | 371.46% | -5.87% |
| 2004 | 701.59% | 626.95% | 730.83% | 851.92% | 993.08% | 537.83% | 461.38% | 395.80% | -10.64% |
| 2005 | 745.43% | 668.03% | 778.72% | 907.75% | 1,058.16% | 573.08% | 491.62% | 421.74% | -10.38% |
| 2006 | 872.60% | 711.81% | 829.76% | 967.24% | 1,127.51% | 610.64% | 523.84% | 449.38% | -18.43% |
| 2007 | 918.47% | 758.46% | 884.14% | 1,030.63% | 1,201.40% | 650.66% | 558.17% | 478.83% | -17.42% |
| 2008 | 552.11% | 808.17% | 942.08% | 1,098.17% | 1,280.13% | 693.30% | 594.75% | 510.21% | 46.38% |
| 2009 | 709.43% | 861.13% | 1,003.82% | 1,170.14% | 1,364.03% | 738.73% | 633.73% | 543.65% | 21.38% |
| 2010 | 802.42% | 917.57% | 1,069.60% | 1,246.83% | 1,453.42% | 787.15% | 675.26% | 579.28% | 14.35% |
| 2011 | 739.13% | 977.70% | 1,139.70% | 1,328.54% | 1,548.67% | 838.73% | 719.51% | 617.24% | 32.28% |
| 2012 | 850.81% | 1,041.78% | 1,214.39% | 1,415.61% | 1,650.16% | 893.70% | 766.67% | 657.69% | 22.45% |
| 2013 | 1,057.59% | 1,110.05% | 1,293.98% | 1,508.38% | 1,758.31% | 952.27% | 816.91% | 700.79% | 4.96% |
| 2014 | 1,111.20% | 1,182.80% | 1,378.78% | 1,607.23% | 1,873.54% | 1,014.67% | 870.45% | 746.72% | 6.44% |
| 2015 | 1,110.16% | 1,260.31% | 1,469.14% | 1,712.56% | 1,996.32% | 1,081.17% | 927.49% | 795.66% | 13.53% |
| 2016 | 1,190.58% | 1,342.91% | 1,565.42% | 1,824.80% | 2,127.15% | 1,152.03% | 988.28% | 847.80% | 12.79% |
| 2017 | 1,442.58% | 1,430.92% | 1,668.01% | 1,944.39% | 2,266.56% | 1,227.53% | 1,053.04% | 903.36% | -0.81% |
| 2018 | 1,289.92% | 1,524.69% | 1,777.32% | 2,071.81% | 2,415.10% | 1,307.97% | 1,122.06% | 962.57% | 18.20% |
| 2019 | 1,602.59% | 1,624.62% | 1,893.80% | 2,207.59% | 2,573.37% | 1,393.69% | 1,195.59% | 1,025.65% | 1.37% |
| 2020 | 1,851.55% | 1,731.09% | 2,017.91% | 2,352.27% | 2,742.02% | 1,485.03% | 1,273.94% | 1,092.87% | -6.51% |
| 2021 | 2,056.25% | 1,844.53% | 2,150.16% | 2,506.43% | 2,921.72% | 1,582.35% | 1,357.43% | 1,164.49% | -10.30% |
| 2022 | 1,581.60% | 1,965.42% | 2,291.07% | 2,670.69% | 3,113.20% | 1,686.05% | 1,446.39% | 1,240.80% | 24.27% |
| 2023 | 1,864.16% | 2,094.22% | 2,441.22% | 2,845.71% | 3,317.22% | 1,796.55% | 1,541.18% | 1,322.12% | 12.34% |
| 2024 | 2,107.12% | 2,231.47% | 2,601.21% | 3,032.21% | 3,534.62% | 1,914.29% | 1,642.19% | 1,408.76% | 5.90% |
| 2025 | 2,526.58% | 2,377.71% | 2,771.68% | 3,230.92% | 3,766.26% | 2,039.74% | 1,749.81% | 1,501.09% | -5.89% |
| 2026 | 2,733.71% | 2,533.53% | 2,953.32% | 3,442.67% | 4,013.09% | 2,173.41% | 1,864.48% | 1,599.46% | -7.32% |
| 2027 | 2,699.57% | 3,146.87% | 3,668.28% | 4,276.09% | 2,315.85% | 1,986.67% | 1,704.29% | -1.25% | |
| 2028 | 2,876.49% | 3,353.10% | 3,908.69% | 4,556.33% | 2,467.62% | 2,116.87% | 1,815.98% | 2.58% | |
| 2029 | 3,065.00% | 3,572.85% | 4,164.84% | 4,854.93% | 2,629.34% | 2,255.60% | 1,934.99% | 3.89% | |
| 2030 | 3,265.87% | 3,807.00% | 4,437.79% | 5,173.10% | 2,801.65% | 2,403.42% | 2,061.80% | 4.55% | |
| 2031 | 3,479.90% | 4,056.49% | 4,728.62% | 5,512.12% | 2,985.26% | 2,560.93% | 2,196.92% | 4.95% | |
| 2032 | 3,707.96% | 4,322.34% | 5,038.52% | 5,873.36% | 3,180.90% | 2,728.77% | 2,340.90% | 5.21% | |
| 2033 | 3,950.96% | 4,605.60% | 5,368.72% | 6,258.28% | 3,389.37% | 2,907.60% | 2,494.31% | 5.40% | |
| 2034 | 4,209.89% | 4,907.44% | 5,720.56% | 6,668.42% | 3,611.49% | 3,098.15% | 2,657.78% | 5.55% | |
| 2035 | 4,485.79% | 5,229.05% | 6,095.46% | 7,105.44% | 3,848.17% | 3,301.19% | 2,831.96% | 5.66% | |
| 2036 | 4,779.77% | 5,571.74% | 6,494.93% | 7,571.10% | 4,100.37% | 3,517.54% | 3,017.55% | 5.75% | |
| 2037 | 5,093.01% | 5,936.89% | 6,920.58% | 8,067.27% | 4,369.09% | 3,748.06% | 3,215.31% | 5.82% | |
| 2038 | 5,426.78% | 6,325.96% | 7,374.13% | 8,595.97% | 4,655.42% | 3,993.69% | 3,426.02% | 5.88% | |
| 2039 | 5,782.43% | 6,740.54% | 7,857.40% | 9,159.31% | 4,960.51% | 4,255.42% | 3,650.55% | 5.93% | |
| 2040 | 6,161.39% | 7,182.28% | 8,372.34% | 9,759.57% | 5,285.60% | 4,534.30% | 3,889.79% | 5.98% | |
| 2041 | 6,565.18% | 7,652.98% | 8,921.02% | 10,399.17% | 5,632.00% | 4,831.46% | 4,144.71% | 6.01% | |
| 2042 | 6,995.43% | 8,154.52% | 9,505.67% | 11,080.69% | 6,001.09% | 5,148.09% | 4,416.34% | 6.05% | |
| 2043 | 7,453.88% | 8,688.94% | 10,128.63% | 11,806.87% | 6,394.38% | 5,485.48% | 4,705.77% | 6.08% | |
| 2044 | 7,942.38% | 9,258.37% | 10,792.42% | 12,580.64% | 6,813.44% | 5,844.97% | 5,014.16% | 6.10% | |
| 2045 | 8,462.89% | 9,865.12% | 11,499.70% | 13,405.12% | 7,259.96% | 6,228.03% | 5,342.77% | 6.13% | |
| 2046 | 9,017.51% | 10,511.64% | 12,253.34% | 14,283.63% | 7,735.75% | 6,636.18% | 5,692.91% | 6.15% | |
| 2047 | 9,608.48% | 11,200.53% | 13,056.38% | 15,219.72% | 8,242.72% | 7,071.09% | 6,066.00% | 6.17% | |
| 2048 | 10,238.17% | 11,934.56% | 13,912.03% | 16,217.16% | 8,782.91% | 7,534.50% | 6,463.54% | 6.19% | |
| 2049 | 10,909.14% | 12,716.70% | 14,823.77% | 17,279.96% | 9,358.50% | 8,028.28% | 6,887.13% | 6.20% | |
| 2050 | 11,624.08% | 13,550.10% | 15,795.25% | 18,412.41% | 9,971.82% | 8,554.42% | 7,338.48% | 6.22% | |
| 2051 | 12,385.87% | 14,438.12% | 16,830.41% | 19,619.08% | 10,625.33% | 9,115.04% | 7,819.42% | 6.23% | |
| 2052 | 13,197.59% | 15,384.33% | 17,933.40% | 20,904.83% | 11,321.67% | 9,712.40% | 8,331.87% | 6.24% | |
| 2053 | 14,062.50% | 16,392.55% | 19,108.68% | 22,274.84% | 12,063.64% | 10,348.90% | 8,877.90% | 6.25% | |
| 2054 | 14,984.09% | 17,466.85% | 20,360.98% | 23,734.64% | 12,854.24% | 11,027.13% | 9,459.72% | 6.26% | |
| 2055 | 15,966.09% | 18,611.55% | 21,695.35% | 25,290.10% | 13,696.65% | 11,749.80% | 10,079.67% | 6.27% | |
| 2056 | 17,012.43% | 19,831.27% | 23,117.16% | 26,947.51% | 14,594.27% | 12,519.83% | 10,740.25% | 6.28% |
| Year | Nominal Drawdown | Real 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% |
| Year | Annualized Real Return | MWR 20yr | P-MWR 20yr |
|---|---|---|---|
| 1970 | 5.90% | 5.47% | 3.73% |
| 1971 | 5.45% | 6.18% | 4.04% |
| 1972 | 5.63% | 5.52% | 3.67% |
| 1973 | 4.46% | 4.73% | 2.75% |
| 1974 | 6.51% | 6.16% | 4.41% |
| 1975 | 8.65% | 9.61% | 7.78% |
| 1976 | 8.55% | 8.36% | 6.74% |
| 1977 | 8.65% | 8.20% | 6.64% |
| 1978 | 9.76% | 9.25% | 7.81% |
| 1979 | 10.36% | 9.45% | 8.14% |
| 1980 | 11.54% | 10.36% | 9.20% |
| 1981 | 9.93% | 10.09% | 8.57% |
| 1982 | 9.70% | 12.57% | 10.59% |
| 1983 | 8.02% | 12.99% | 10.21% |
| 1984 | 8.65% | 12.28% | 9.94% |
| 1985 | 9.26% | 13.58% | 11.27% |
| 1986 | 7.99% | 11.41% | 8.96% |
| 1987 | 7.25% | 9.32% | 7.02% |
| 1988 | 7.16% | 9.37% | 7.02% |
| 1989 | 3.73% | 8.74% | 4.53% |
| 1990 | 4.14% | 7.72% | 4.29% |
| 1991 | 5.68% | 9.56% | 6.39% |
| 1992 | 4.27% | 8.46% | 4.79% |
| 1993 | 5.16% | 9.17% | 5.82% |
| 1994 | 5.50% | 8.35% | 5.48% |
| 1995 | 5.77% | 8.86% | 5.97% |
| 1996 | 4.70% | 7.69% | 4.63% |
| 1997 | 4.50% | 7.24% | 4.24% |
| 1998 | 4.72% | 6.50% | 3.91% |
| 1999 | 3.26% | 5.72% | 2.71% |
| 2000 | 3.32% | 4.78% | 2.29% |
| 2001 | 4.94% | 5.79% | 3.58% |
| 2002 | 6.41% | 7.13% | 5.08% |
| 2003 | 6.24% | 9.45% | 6.63% |
| 2004 | 5.62% | 7.64% | 5.08% |
| 2005 | 5.65% | 7.17% | 4.78% |
| 2006 | 6.29% | 7.09% | 5.00% |
| 2007 | 5.88% | 6.38% | 4.34% |
| Year | Annualized Real Return | SWR 30yr | P-SWR 30yr |
|---|---|---|---|
| 1970 | 7.33% | 4.78% | 4.21% |
| 1971 | 7.03% | 5.43% | 4.72% |
| 1972 | 5.87% | 4.88% | 4.00% |
| 1973 | 4.39% | 4.20% | 3.05% |
| 1974 | 6.20% | 5.48% | 4.58% |
| 1975 | 8.05% | 8.57% | 7.73% |
| 1976 | 7.47% | 7.46% | 6.60% |
| 1977 | 7.72% | 7.30% | 6.51% |
| 1978 | 8.09% | 8.22% | 7.43% |
| 1979 | 6.06% | 8.37% | 6.94% |
| 1980 | 6.97% | 9.06% | 7.86% |
| 1981 | 6.97% | 8.69% | 7.54% |
| 1982 | 7.15% | 10.70% | 9.35% |
| 1983 | 7.37% | 10.91% | 9.62% |
| 1984 | 7.56% | 10.24% | 9.09% |
| 1985 | 7.72% | 11.23% | 10.02% |
| 1986 | 6.67% | 9.30% | 7.96% |
| 1987 | 5.87% | 7.51% | 6.15% |
| 1988 | 6.31% | 7.49% | 6.29% |
| 1989 | 5.41% | 6.92% | 5.50% |
| 1990 | 5.57% | 6.18% | 4.97% |
| 1991 | 6.68% | 7.71% | 6.60% |
| 1992 | 6.39% | 6.84% | 5.77% |
| 1993 | 5.57% | 7.49% | 6.02% |
| 1994 | 5.61% | 6.83% | 5.50% |
| 1995 | 6.05% | 7.25% | 6.00% |
| 1996 | 5.98% | 6.30% | 5.19% |
| 1997 | 5.87% | 5.96% | 4.89% |
| Year | VTSAX | VTIAX |
|---|---|---|
| 1970 | 60.00% | 40.00% |
| 1971 | 60.00% | 40.00% |
| 1972 | 60.00% | 40.00% |
| 1973 | 60.00% | 40.00% |
| 1974 | 60.00% | 40.00% |
| 1975 | 60.00% | 40.00% |
| 1976 | 60.00% | 40.00% |
| 1977 | 60.00% | 40.00% |
| 1978 | 60.00% | 40.00% |
| 1979 | 60.00% | 40.00% |
| 1980 | 60.00% | 40.00% |
| 1981 | 60.00% | 40.00% |
| 1982 | 60.00% | 40.00% |
| 1983 | 60.00% | 40.00% |
| 1984 | 60.00% | 40.00% |
| 1985 | 60.00% | 40.00% |
| 1986 | 60.00% | 40.00% |
| 1987 | 60.00% | 40.00% |
| 1988 | 60.00% | 40.00% |
| 1989 | 60.00% | 40.00% |
| 1990 | 60.00% | 40.00% |
| 1991 | 60.00% | 40.00% |
| 1992 | 60.00% | 40.00% |
| 1993 | 60.00% | 40.00% |
| 1994 | 60.00% | 40.00% |
| 1995 | 60.00% | 40.00% |
| 1996 | 60.00% | 40.00% |
| 1997 | 60.00% | 40.00% |
| 1998 | 60.00% | 40.00% |
| 1999 | 60.00% | 40.00% |
| 2000 | 60.00% | 40.00% |
| 2001 | 60.00% | 40.00% |
| 2002 | 60.00% | 40.00% |
| 2003 | 60.00% | 40.00% |
| 2004 | 60.00% | 40.00% |
| 2005 | 60.00% | 40.00% |
| 2006 | 60.00% | 40.00% |
| 2007 | 60.00% | 40.00% |
| 2008 | 60.00% | 40.00% |
| 2009 | 60.00% | 40.00% |
| 2010 | 60.00% | 40.00% |
| 2011 | 60.00% | 40.00% |
| 2012 | 60.00% | 40.00% |
| 2013 | 60.00% | 40.00% |
| 2014 | 60.00% | 40.00% |
| 2015 | 60.00% | 40.00% |
| 2016 | 60.00% | 40.00% |
| 2017 | 60.00% | 40.00% |
| 2018 | 60.00% | 40.00% |
| 2019 | 60.00% | 40.00% |
| 2020 | 60.00% | 40.00% |
| 2021 | 60.00% | 40.00% |
| 2022 | 60.00% | 40.00% |
| 2023 | 60.00% | 40.00% |
| 2024 | 60.00% | 40.00% |
| 2025 | 60.00% | 40.00% |
| 2026 | 60.00% | 40.00% |
Name:P2 (60% VTSAX, 40% VTIAX)
| Ticker | Weight | |
|---|---|---|
| VTSAX | 60.00% | |
| VTIAX | 40.00% | |
| Total Weight | 100.00% |
| Metric | Nominal | Real |
|---|---|---|
| Annual Return | 10.11% | 5.98% |
| StdDev | 16.59% | 16.57% |
Skewness | -0.1168 | -0.1077 |
Kurtosis | 0.5612 | 0.3259 |
| Sharpe Ratio | 0.4222 | |
| Estimated Return | 6.55% | |
| Max Draw Down | -39.83% | -46.99% |