Scott Burns Couch Potato vs Betterment Robo Advisor 50 Value Tilt 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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Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
December 1994
11.97$
Final Capital
November 2024
8.63%
Yearly Return
8.72
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
Betterment Robo Advisor 50 Value Tilt Portfolio
1.00$
Initial Capital
December 1994
9.13$
Final Capital
November 2024
7.65%
Yearly Return
9.27
Std Deviation
-30.72%
Max Drawdown
30months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
January 1985
36.92$
Final Capital
November 2024
9.46%
Yearly Return
9.06
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
Betterment Robo Advisor 50 Value Tilt Portfolio
1.00$
Initial Capital
January 1985
34.12$
Final Capital
November 2024
9.25%
Yearly Return
9.47
Std Deviation
-30.72%
Max Drawdown
30months
Recovery Period

The Scott Burns Couch Potato Portfolio obtained a 8.63% compound annual return, with a 8.72% standard deviation, in the last 30 Years.

The Betterment Robo Advisor 50 Value Tilt Portfolio obtained a 7.65% compound annual return, with a 9.27% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
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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_scott_burns.webp Couch Potato
Scott Burns 		15.56 3.83 9.97 20.17 8.62 7.54 8.63 9.46
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_betterment.webp Robo Advisor 50 Value Tilt
Betterment 		10.82 2.39 7.21 15.86 5.10 5.31 7.65 9.25
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Scott Burns Couch Potato Portfolio: an investment of 1$, since December 1994, now would be worth 11.97$, with a total return of 1097.27% (8.63% annualized).

Betterment Robo Advisor 50 Value Tilt Portfolio: an investment of 1$, since December 1994, now would be worth 9.13$, with a total return of 812.88% (7.65% annualized).


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Scott Burns Couch Potato Portfolio: an investment of 1$, since January 1985, now would be worth 36.92$, with a total return of 3592.49% (9.46% annualized).

Betterment Robo Advisor 50 Value Tilt Portfolio: an investment of 1$, since January 1985, now would be worth 34.12$, with a total return of 3311.89% (9.25% annualized).


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Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

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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Couch Potato Robo Advisor 50 Value Tilt
Author Scott Burns Betterment
ASSET ALLOCATION
Stocks 50% 49.9%
Fixed Income 50% 50.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 20.17 15.86
Infl. Adjusted Return (%) 16.97 12.78
DRAWDOWN
Deepest Drawdown Depth (%) -3.08 -2.71
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -3.08 -2.71
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 6.72 7.06
Sharpe Ratio 2.22 1.51
Sortino Ratio 2.72 1.90
Ulcer Index 0.92 0.98
Ratio: Return / Standard Deviation 3.00 2.25
Ratio: Return / Deepest Drawdown 6.55 5.86
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Couch Potato Robo Advisor 50 Value Tilt
Author Scott Burns Betterment
ASSET ALLOCATION
Stocks 50% 49.9%
Fixed Income 50% 50.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.62 5.10
Infl. Adjusted Return (%) 4.26 0.89
DRAWDOWN
Deepest Drawdown Depth (%) -19.77 -20.25
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -19.77 -20.25
Start to Recovery (months) 27 31
Longest Negative Period (months) 32 36
RISK INDICATORS
Standard Deviation (%) 11.56 11.43
Sharpe Ratio 0.55 0.25
Sortino Ratio 0.72 0.33
Ulcer Index 7.44 7.66
Ratio: Return / Standard Deviation 0.75 0.45
Ratio: Return / Deepest Drawdown 0.44 0.25
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Couch Potato Robo Advisor 50 Value Tilt
Author Scott Burns Betterment
ASSET ALLOCATION
Stocks 50% 49.9%
Fixed Income 50% 50.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.54 5.31
Infl. Adjusted Return (%) 4.47 2.31
DRAWDOWN
Deepest Drawdown Depth (%) -19.77 -20.25
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -19.77 -20.25
Start to Recovery (months) 27 31
Longest Negative Period (months) 32 39
RISK INDICATORS
Standard Deviation (%) 9.35 9.23
Sharpe Ratio 0.64 0.41
Sortino Ratio 0.85 0.54
Ulcer Index 5.48 5.75
Ratio: Return / Standard Deviation 0.81 0.58
Ratio: Return / Deepest Drawdown 0.38 0.26
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Couch Potato Robo Advisor 50 Value Tilt
Author Scott Burns Betterment
ASSET ALLOCATION
Stocks 50% 49.9%
Fixed Income 50% 50.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.63 7.65
Infl. Adjusted Return (%) 5.95 5.00
DRAWDOWN
Deepest Drawdown Depth (%) -27.04 -30.72
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -10.30 -20.25
Start to Recovery (months) 33 31
Longest Negative Period (months) 62 51
RISK INDICATORS
Standard Deviation (%) 8.72 9.27
Sharpe Ratio 0.73 0.58
Sortino Ratio 0.95 0.75
Ulcer Index 5.17 5.68
Ratio: Return / Standard Deviation 0.99 0.83
Ratio: Return / Deepest Drawdown 0.32 0.25
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Couch Potato Robo Advisor 50 Value Tilt
Author Scott Burns Betterment
ASSET ALLOCATION
Stocks 50% 49.9%
Fixed Income 50% 50.1%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.46 9.25
Infl. Adjusted Return (%) 6.49 6.28
DRAWDOWN
Deepest Drawdown Depth (%) -27.04 -30.72
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -10.30 -20.25
Start to Recovery (months) 33 31
Longest Negative Period (months) 62 51
RISK INDICATORS
Standard Deviation (%) 9.06 9.47
Sharpe Ratio 0.70 0.64
Sortino Ratio 0.92 0.85
Ulcer Index 4.86 5.27
Ratio: Return / Standard Deviation 1.04 0.98
Ratio: Return / Deepest Drawdown 0.35 0.30
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

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

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Couch Potato Robo Advisor 50 Value Tilt
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-30.72 30 Nov 2007
Apr 2010
-27.04 30 Nov 2007
Apr 2010
-20.25 31 Jan 2022
Jul 2024
-19.77 27 Jan 2022
Mar 2024
-13.31 8 Jan 2020
Aug 2020
-12.79 8 May 1998
Dec 1998
-10.86 13 May 2002
May 2003
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-9.49 10 May 2011
Feb 2012
-8.54 14 Feb 2001
Mar 2002
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-7.45 15 Feb 2018
Apr 2019
-7.06 15 May 2015
Jul 2016

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Couch Potato Robo Advisor 50 Value Tilt
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-30.72 30 Nov 2007
Apr 2010
-27.04 30 Nov 2007
Apr 2010
-20.25 31 Jan 2022
Jul 2024
-19.77 27 Jan 2022
Mar 2024
-16.03 17 Sep 1987
Jan 1989
-14.26 14 Sep 1987
Oct 1988
-13.31 8 Jan 2020
Aug 2020
-12.79 8 May 1998
Dec 1998
-11.61 7 Aug 1990
Feb 1991
-10.86 13 May 2002
May 2003
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-9.49 10 May 2011
Feb 2012
-8.78 14 Feb 1994
Mar 1995
-8.54 14 Feb 2001
Mar 2002

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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Couch Potato Robo Advisor 50 Value Tilt
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 15.56 -3.08 10.82 -2.71
2023
 14.66 -6.50 12.46 -7.30
2022
 -16.31 -19.77 -14.79 -20.25
2021
 15.67 -2.76 7.95 -2.64
2020
 15.93 -10.72 9.50 -13.31
2019
 19.51 -2.63 17.41 -2.78
2018
 -3.32 -8.06 -5.36 -7.45
2017
 12.07 0.00 14.19 0.00
2016
 8.75 -2.08 8.00 -2.25
2015
 -0.70 -5.47 -1.55 -6.85
2014
 8.07 -2.34 5.47 -2.43
2013
 12.48 -3.18 10.19 -3.88
2012
 11.42 -2.32 13.19 -4.36
2011
 7.12 -6.25 1.17 -9.49
2010
 11.78 -6.09 11.61 -5.51
2009
 18.92 -9.98 23.06 -11.58
2008
 -18.47 -22.29 -19.44 -24.47
2007
 8.64 -1.70 8.19 -2.74
2006
 7.99 -1.54 13.22 -2.76
2005
 4.40 -1.83 9.54 -2.36
2004
 10.53 -3.54 12.75 -3.66
2003
 19.38 -1.09 24.96 -1.03
2002
 -1.93 -6.44 -2.56 -10.86
2001
 -1.68 -8.57 1.49 -8.54
2000
 3.54 -5.60 1.53 -4.79
1999
 9.67 -3.30 17.87 -2.47
1998
 16.26 -8.06 8.83 -12.79
1997
 21.85 -3.41 10.06 -3.98
1996
 11.14 -2.76 13.19 -1.81
1995
 29.40 0.00 20.93 -0.56
1994
 -3.21 -8.78 -3.66 -7.31
1993
 13.19 -1.53 24.85 -2.42
1992
 8.92 -2.25 5.53 -2.73
1991
 25.50 -2.55 30.42 -3.25
1990
 1.06 -7.58 -2.59 -11.61
1989
 21.95 -1.62 24.37 -1.05
1988
 11.91 -2.50 16.22 -2.20
1987
 1.19 -16.03 0.64 -14.26
1986
 16.48 -5.55 21.70 -4.04
1985
 28.66 -1.87 30.70 -1.22