10-year Treasury Portfolio vs Betterment Robo Advisor 20 Value Tilt Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1985)
10-year Treasury Portfolio
1.00$
Initial Capital
December 1994
4.40$
Final Capital
November 2024
5.06%
Yearly Return
6.83%
Std Deviation
-23.19%
Max Drawdown
52months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
12.11$
Final Capital
November 2024
6.45%
Yearly Return
7.23%
Std Deviation
-23.19%
Max Drawdown
52months*
Recovery Period
* in progress
Betterment Robo Advisor 20 Value Tilt Portfolio
1.00$
Initial Capital
December 1994
4.73$
Final Capital
November 2024
5.32%
Yearly Return
4.15%
Std Deviation
-12.16%
Max Drawdown
35months
Recovery Period
1.00$
Initial Capital
January 1985
13.11$
Final Capital
November 2024
6.66%
Yearly Return
4.47%
Std Deviation
-12.16%
Max Drawdown
35months
Recovery Period

As of November 2024, in the previous 30 Years, the 10-year Treasury Portfolio obtained a 5.06% compound annual return, with a 6.83% standard deviation. It suffered a maximum drawdown of -23.19% which has been ongoing for 52 months and is still in progress.

As of November 2024, in the previous 30 Years, the Betterment Robo Advisor 20 Value Tilt Portfolio obtained a 5.32% compound annual return, with a 4.15% standard deviation. It suffered a maximum drawdown of -12.16% that required 35 months to be recovered.

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

10-year Treasury Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
IEF
iShares 7-10 Year Treasury Bond
Betterment Robo Advisor 20 Value Tilt Portfolio
Weight
(%)		 ETF
Ticker		 Name
6.30
VTI
Vanguard Total Stock Market
5.60
EFA
iShares MSCI EAFE
3.70
EEM
iShares MSCI Emerging Markets
1.70
VTV
Vanguard Value
1.40
VOE
Vanguard Mid-Cap Value
1.20
IJS
iShares S&P Small-Cap 600 Value
42.80
SHY
iShares 1-3 Year Treasury Bond
10.70
BSV
Vanguard Short-Term Bond
9.80
BNDX
Vanguard Total International Bond
7.60
BND
Vanguard Total Bond Market
5.90
EMB
iShares JP Morgan USD Em Mkts Bd
3.30
TIP
iShares TIPS Bond
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Portfolio Returns as of Nov 30, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp 10-year Treasury
-- Market Benchmark 		1.66 1.02 4.44 5.50 -1.20 0.88 5.06 6.45
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_betterment.webp Robo Advisor 20 Value Tilt
Betterment 		6.56 1.22 4.91 9.47 2.77 2.99 5.32 6.66
Return over 1 year are annualized.
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Capital Growth as of Nov 30, 2024

10-year Treasury Portfolio: an investment of 1$, since December 1994, now would be worth 4.40$, with a total return of 340.15% (5.06% annualized).

Betterment Robo Advisor 20 Value Tilt Portfolio: an investment of 1$, since December 1994, now would be worth 4.73$, with a total return of 373.16% (5.32% annualized).


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10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 12.11$, with a total return of 1110.93% (6.45% annualized).

Betterment Robo Advisor 20 Value Tilt Portfolio: an investment of 1$, since January 1985, now would be worth 13.11$, with a total return of 1211.30% (6.66% annualized).


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Portfolio Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)
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10-year Treasury Robo Advisor 20 Value Tilt
Author Betterment
ASSET ALLOCATION
Stocks 0% 19.9%
Fixed Income 100% 80.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.50 9.47
Infl. Adjusted Return (%) 2.69 6.55
DRAWDOWN
Deepest Drawdown Depth (%) -4.45 -1.48
Start to Recovery (months) 6 2
Longest Drawdown Depth (%) -4.45 -1.38
Start to Recovery (months) 6 2*
Longest Negative Period (months) 6 4
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.46 4.17
Sharpe Ratio 0.04 1.02
Sortino Ratio 0.05 1.30
Ulcer Index 2.02 0.57
Ratio: Return / Standard Deviation 0.74 2.27
Ratio: Return / Deepest Drawdown 1.23 6.39
Metrics calculated over the period 1 December 2023 - 30 November 2024
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10-year Treasury Robo Advisor 20 Value Tilt
Author Betterment
ASSET ALLOCATION
Stocks 0% 19.9%
Fixed Income 100% 80.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -1.20 2.77
Infl. Adjusted Return (%) -5.16 -1.35
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 52* 35
Longest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 52* 35
Longest Negative Period (months) 60* 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.76 5.49
Sharpe Ratio -0.45 0.09
Sortino Ratio -0.64 0.12
Ulcer Index 13.15 4.70
Ratio: Return / Standard Deviation -0.15 0.50
Ratio: Return / Deepest Drawdown -0.05 0.23
Metrics calculated over the period 1 December 2019 - 30 November 2024
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10-year Treasury Robo Advisor 20 Value Tilt
Author Betterment
ASSET ALLOCATION
Stocks 0% 19.9%
Fixed Income 100% 80.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 0.88 2.99
Infl. Adjusted Return (%) -2.00 0.05
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 52* 35
Longest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 52* 35
Longest Negative Period (months) 111 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.67 4.32
Sharpe Ratio -0.10 0.33
Sortino Ratio -0.15 0.44
Ulcer Index 9.72 3.41
Ratio: Return / Standard Deviation 0.13 0.69
Ratio: Return / Deepest Drawdown 0.04 0.25
Metrics calculated over the period 1 December 2014 - 30 November 2024
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10-year Treasury Robo Advisor 20 Value Tilt
Author Betterment
ASSET ALLOCATION
Stocks 0% 19.9%
Fixed Income 100% 80.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.06 5.32
Infl. Adjusted Return (%) 2.48 2.72
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 52* 35
Longest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 52* 35
Longest Negative Period (months) 126 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.83 4.15
Sharpe Ratio 0.41 0.73
Sortino Ratio 0.58 0.96
Ulcer Index 6.16 2.33
Ratio: Return / Standard Deviation 0.74 1.28
Ratio: Return / Deepest Drawdown 0.22 0.44
Metrics calculated over the period 1 December 1994 - 30 November 2024
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10-year Treasury Robo Advisor 20 Value Tilt
Author Betterment
ASSET ALLOCATION
Stocks 0% 19.9%
Fixed Income 100% 80.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.45 6.66
Infl. Adjusted Return (%) 3.56 3.76
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 52* 35
Longest Drawdown Depth (%) -23.19 -12.16
Start to Recovery (months) 52* 35
Longest Negative Period (months) 126 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.23 4.47
Sharpe Ratio 0.46 0.79
Sortino Ratio 0.66 1.07
Ulcer Index 5.63 2.16
Ratio: Return / Standard Deviation 0.89 1.49
Ratio: Return / Deepest Drawdown 0.28 0.55
Metrics calculated over the period 1 January 1985 - 30 November 2024
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)

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10-year Treasury Robo Advisor 20 Value Tilt
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 52* Aug 2020
In progress
-12.16 35 Sep 2021
Jul 2024
-9.97 15 May 2008
Jul 2009
-9.34 23 Oct 1998
Aug 2000
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-5.68 7 Jun 2003
Dec 2003
-4.85 7 Apr 2004
Oct 2004
-4.67 11 Sep 2010
Jul 2011
-4.38 5 Feb 2020
Jun 2020
-4.25 12 Feb 2015
Jan 2016
-4.15 8 Apr 2008
Nov 2008

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10-year Treasury Robo Advisor 20 Value Tilt
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 52* Aug 2020
In progress
-12.16 35 Sep 2021
Jul 2024
-10.87 11 Mar 1987
Jan 1988
-10.14 19 Nov 1993
May 1995
-9.97 15 May 2008
Jul 2009
-9.34 23 Oct 1998
Aug 2000
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-5.68 7 Jun 2003
Dec 2003
-4.85 7 Apr 2004
Oct 2004
-4.85 6 Sep 1987
Feb 1988
-4.67 11 Sep 2010
Jul 2011

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 November 2024 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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10-year Treasury Robo Advisor 20 Value Tilt
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 1.66 -4.45 6.56 -1.48
2023
 3.65 -8.82 7.68 -3.04
2022
 -15.19 -16.91 -9.10 -11.83
2021
 -3.33 -5.73 2.61 -1.26
2020
 10.01 -2.02 6.01 -4.38
2019
 8.03 -2.59 9.57 -0.68
2018
 0.99 -3.19 -1.42 -2.14
2017
 2.55 -1.90 6.24 0.00
2016
 1.00 -6.50 4.01 -1.37
2015
 1.51 -4.25 -0.31 -2.69
2014
 9.07 -1.05 2.92 -1.13
2013
 -6.09 -7.60 3.86 -2.19
2012
 3.66 -2.67 6.18 -1.76
2011
 15.64 -1.29 1.94 -3.26
2010
 9.37 -4.30 6.55 -1.59
2009
 -6.59 -6.65 10.31 -5.34
2008
 17.91 -4.15 -4.00 -8.67
2007
 10.37 -1.85 7.51 -0.09
2006
 2.52 -2.87 7.81 -1.09
2005
 2.64 -3.19 5.11 -1.09
2004
 4.12 -4.85 6.10 -2.28
2003
 5.29 -5.68 12.15 -0.49
2002
 15.45 -4.13 3.70 -2.38
2001
 5.40 -5.21 5.73 -1.48
2000
 17.28 -1.12 6.02 -1.47
1999
 -7.83 -8.11 8.74 -1.36
1998
 14.64 -1.61 7.78 -4.07
1997
 11.97 -2.02 7.86 -1.41
1996
 0.00 -6.90 8.41 -0.87
1995
 25.55 -1.23 16.25 0.00
1994
 -7.19 -9.56 -2.09 -4.47
1993
 12.97 -2.55 14.56 -1.13
1992
 7.23 -4.02 6.45 -1.46
1991
 18.91 -0.54 19.85 -1.32
1990
 7.70 -4.48 4.63 -4.18
1989
 17.84 -2.30 16.78 -0.08
1988
 6.90 -4.60 10.19 -0.87
1987
 -2.64 -10.87 2.79 -4.85
1986
 21.35 -3.93 15.37 -2.01
1985
 29.85 -3.33 21.34 -0.68
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book