Backtest

90/10 stock-bond backtest: VTI, VXUS and BND

What growth and drawdowns would a stock-heavy global allocation have experienced?

VTI 63%, VXUS 27% and BND 10% from 2011-02-01 to 2026-10-23, USD 10,000 initially, reinvested dividends and monthly rebalancing.

Data as of 2026-10-23

Backtest results

Backtest Period 2011.02.01 ~ 2026.10.23 · 15 yr 9 mo
Final Balance $48,447
Invested $10,000
Gain +$38,447
Before taxes and trading costs
Annualized return +10.6%
4.8× in 15 yr 9 mo
3.4pp behind SPY
Max drawdown · daily -31.5%
Peak $23,544 → low $16,124
5 months from trough to recovery
Loss after a 1-year hold 16%
28 of 177 past windows
None when held 3+ years
SPY 10%

Performance

Growth Chart

My Portfolio CAGR +10.6%
SPY CAGR +13.9%
Money put in
Shaded: major market crises COVID-19 (Feb–Mar 2020)Bear Market (2022)
Drawdown (same period)
0%-32%Low -31.5% · 2020-03

Holding-period outcomes

Held 1 year(s), 16% of start dates lost money; held 3 years, none did · worst +2.4%/yr

Held Annualized return · worst to best Losses
1 years -19.5% ~ +53.1% 16%28/177
3 years +2.4% ~ +21.3% 0%0/153
5 years +3.9% ~ +15.0% 0%0/129
7 years +6.3% ~ +13.8% 0%0/105
10 years +7.5% ~ +12.9% 0%0/69
Return spread for one holding periodPick a holding period to see its spread and each start month
Worst · average · best by holding period (table)Per-year returns and share of positive periods for 1–10 year holds
Show the numbers
1 years177-19.5%+11.6%+53.1% 84%
3 years153+2.4%+10.5%+21.3% 100%
5 years129+3.9%+10.0%+15.0% 100%
7 years105+6.3%+10.1%+13.8% 100%
10 years69+7.5%+10.2%+12.9% 100%

Annual & monthly returns

Up in 11 of 14 years · best 2019 +26.0% · worst 2022 -17.8%

Completed months · through 2026-09

Partial years: 2011, 2026. Each year includes only its observed months.

-20%-10%0%10%20%30%40%20112013201520172019202120232025
Portfolio SPY
Show the numbers · Completed calendar years
11/14 Positive Years
79% Win Rate
2/14 Beat Benchmark
3yr Longest Winning Streak
3yr Current Streak
±12.3% Annual Return Std Dev
Current Streak 2 mo down
Longest Gain Streak 15mo
Longest Loss Streak 5mo

Trailing returns

Up to 1 year: total return · 3 years and longer: per year As of 9/2026
1 yearstotal +14.5% +15.7% -1.2pp
3 yearsper year +19.9% +22.8% -2.8pp
5 yearsper year +10.5% +13.7% -3.2pp
10 yearsper year +11.9% +15.2% -3.3pp
Fullper year +10.7% +14.0% -3.4pp
Growth Milestones2× in 6.9 yrs · 3× in 10.4 yrs · 5× in 15.5 yrs
4.8× your principal $10,000 → now $48,447
  1. 1.5× Reached 2014-11 · took 3.8 yrs
  2. 2× Reached 2018-01 · took 6.9 yrs
  3. 3× Reached 2021-07 · took 10.4 yrs
  4. 5× Reached 2026-08 · took 15.5 yrs Now back below
  5. 10× Needs another 106% gain
Purchasing power — assuming 2.5% annual inflation+7.9% a year after inflation · +10.6% before

Annualized return

Nominal +10.6%
Real (Infl.-Adj.) +7.9%

Cumulative return

Nominal +384.5%
Real (Infl.-Adj.) +228.6%

Risk & recovery

Deepest fall -31.5% (2020.03) · 175 days from peak to recovery · now 3.4% below the peak

vs SPY

The same money in SPY would have grown to $77,866, $29,419 more than this portfolio

Assets & diversification

Profit contribution: VTI +$30,135 · VXUS +$7,734 · BND +$578

Scenarios

Shuffles past monthly returns into 500 possible futures

Data & export

16 years of yearly and 3,957 days of daily records · CSV download