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Tell it your situation and get a diversified starting allocation, or set the mix yourself — then see how it would have done across decades of real returns and project it forward. Already have a portfolio? Analyze it →
Answer five questions and get a diversified starting allocation — asset classes and the low-cost funds that track them, sized to your money. Not stock picks, not personalized advice; a first draft to test.
May 1996 – Sep 2026 · 365 months of history
Growth of $10,000, nominal, rebalanced quarterly. May 1996 – Sep 2026.
Decline from the prior peak. Worst: -49% (Oct 2007 → Feb 2009, recovered Dec 2012).
72.4% of full years were positive. Partial years at the ends are shown but excluded from that count.
Annualized return over every N-year holding period in the sample — the spread between the columns is how much your entry timing mattered.
| Holding period | Worst | 25th pct | Median | 75th pct | Best | % negative |
|---|---|---|---|---|---|---|
| 1 year353× | -42.1% | +1.2% | +13.0% | +18.9% | +51.5% | 22.7% |
| 3 years329× | -14.4% | +5.1% | +9.0% | +13.4% | +23.0% | 16.4% |
| 5 years305× | -4.3% | +2.6% | +7.8% | +11.1% | +19.6% | 9.5% |
| 10 years245× | -1.4% | +5.5% | +7.6% | +9.5% | +13.3% | 1.6% |
| 15 years185× | +4.0% | +5.3% | +7.2% | +8.5% | +12.4% | 0% |
| 20 years125× | +4.2% | +6.3% | +7.7% | +8.3% | +9.0% | 0% |
Total return through each episode, on month-end data. Real intramonth losses (Oct 1987, Mar 2020) were sharper than monthly figures show.
| Episode | Your portfolio | S&P 500 | 60/40 |
|---|---|---|---|
| Dot-com bust 2000-09–2002-09 | -38.8% | -44.1% | -22.1% |
| Global Financial Crisis 2007-11–2009-02 | -49.1% | -50.9% | -31.9% |
| 2018 Q4 selloff 2018-10–2018-12 | -11.5% | -14.3% | -7.9% |
| COVID crash 2020-01–2020-03 | -18.8% | -20.9% | -11.2% |
| 2022 stocks & bonds 2021-12–2022-09 | -20.9% | -22.1% | -19.1% |
Correlation of monthly returns: 0.98 to US stocks, 0.19 to US bonds. A classic 60/40 over the same window returned 8.1% a year with a -32% worst drawdown. Figures are gross of taxes and of any fees beyond the underlying index funds'. Drawdowns and crisis returns use month-end prices and understate intramonth pain.
A backtest says what would have happened. This projects what might — 10,000 Monte Carlo paths built from this mix’s own history, so you get a range, not a single number.
Every monthly return regressed on the Fama–French 5 factors plus momentum, 1996-05–2026-08. This is the standard academic decomposition of "where did the returns come from".
Faded bars aren’t statistically distinguishable from zero (|t| < 2).
96% of the month-to-month variation comes from these six well-documented exposures. The rest is portfolio-specific.
t-stat -1.7. Negative — the mix lagged its own risk exposures, usually a cost or tracking drag.
Rolling 5-year market beta has ranged 0.80–1.00 over the sample — the portfolio’s stock-market sensitivity is not constant.
Same portfolio, same end date, different start year. If these squares aren't roughly uniform, the headline return is partly an accident of when the sample begins.