Factor Tilts

US total-market core with a small-cap value tilt: 60% VTI and 40% AVUV (Avantis US Small Cap Value, a DFA-style systematic small-cap value fund). Tilts toward the size and value factors documented by Fama and French. AVUV listed September 2019, which bounds the backtest window; VBR is the long-history alternative.

• Type: Fixed
• Frequency: annually
• Asset classes: US Equity, Small-Cap Value
• Backtest window: 2019-09-26 to 2026-06-15

1Y

29.6%

3Y

93.6%

CAGR

15.7%

Max DD

-22.6%

Sharpe

0.68

Methodology

• Allocate 60% VTI and 40% AVUV; rebalance annually.

Source: Fama, E. F. & French, K. R. (1993). Common Risk Factors in the Returns on Stocks and Bonds. Journal of Financial Economics.

Headline backtest performance as of 2026-06-12.

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