Portfolio Backtests
Precomputed historical backtests of canonical portfolios: 60/40, three-fund, permanent portfolio, 100% VTI, and more, with CAGR, drawdown, and Sharpe.
| Backtest | Allocation | CAGR | Max drawdown | Sharpe |
|---|---|---|---|---|
| 60/40 Portfolio Backtest | 40% BND, 60% VTI | 8.1% | -32.7% | 0.61 |
| 80/20 Stocks Bonds Backtest | 20% BND, 80% VTI | 9.5% | -44.5% | 0.57 |
| 70/30 Portfolio Backtest | 30% BND, 70% VTI | 8.9% | -38.7% | 0.59 |
| 50/50 Portfolio Backtest | 50% BND, 50% VTI | 7.4% | -26.5% | 0.63 |
| 90/10 Portfolio Backtest | 10% BND, 90% VTI | 10.2% | -50.0% | 0.56 |
| 3-Fund Portfolio Backtest | 40% BND, 40% VTI, 20% VXUS | 7.8% | -22.4% | 0.64 |
| 100% VTI Backtest | 100% VTI | 9.6% | -55.5% | 0.48 |
| 100% SPY Backtest (S&P 500) | 100% SPY | 10.8% | -55.2% | 0.51 |
| 100% QQQ Backtest (Nasdaq-100) | 100% QQQ | 10.8% | -83.0% | 0.44 |
| 100% VT Backtest (Global Stocks) | 100% VT | 8.8% | -50.3% | 0.45 |
| Buffett 90/10 Portfolio Backtest | 10% BIL, 90% SPY | 9.8% | -49.9% | 0.54 |
| Permanent Portfolio Backtest | 25% BIL, 25% GLD, 25% SPY, 25% TLT | 6.8% | -17.8% | 0.73 |
| All Weather Portfolio Backtest | 7.5% DBC, 7.5% GLD, 15% IEF, 40% TLT, 30% VTI | 6.6% | -24.0% | 0.62 |
| Golden Butterfly Portfolio Backtest | 20% GLD, 20% SHY, 20% TLT, 20% VBR, 20% VTI | 7.9% | -20.0% | 0.71 |
| Coffeehouse Portfolio Backtest | 40% BND, 10% IWM, 10% VBR, 10% VNQ, 10% VTI, 10% VTV, 10% VXUS | 7.2% | -24.0% | 0.57 |
| Ivy Portfolio Backtest | 20% AGG, 20% DBC, 20% VEU, 20% VNQ, 20% VTI | 6.4% | -46.8% | 0.40 |
| SPY vs 60/40 Portfolio Backtest | 100% SPY | 10.9% | -55.2% | 0.55 |
| VTI vs VOO Backtest | 100% VTI | 14.5% | -35.0% | 0.79 |
| SPY vs QQQ Backtest | 100% SPY | 8.5% | -55.2% | 0.41 |
| Stocks vs Bonds Backtest (VTI vs BND) | 100% VTI | 10.8% | -55.5% | 0.54 |
Historical simulation computed by the ArthaPilot backtest engine with total-return (dividends reinvested) prices and annual rebalancing, before taxes and fees. Past performance does not predict future results. This page is educational and is not investment, tax, or legal advice.