Short Term Treasury Portfolio: Rolling Returns

Data Source: from January 1871 to March 2024 (~153 years)
Consolidated Returns as of 31 March 2024

Holding the Short Term Treasury Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 48 months (from April 2020 to March 2024). This negative series is not closed yet.

To obtain comprehensive information, please consult the Short Term Treasury Portfolio: ETF allocation and returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

SHORT TERM TREASURY PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 0.91% (updated at Mar 31, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

SHORT TERM TREASURY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1871 - 31 March 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.05% +25.82%
Oct 1981 - Sep 1982 		-5.42%
Aug 1895 - Jul 1896 		7.39%
135 out of 1828
US Inflation Adjusted +1.74% +30.38%
Jun 1877 - May 1878 		-19.03%
Jul 1919 - Jun 1920 		37.36%
683 out of 1828
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.10% +19.29%
May 1981 - Apr 1983 		-2.67%
Nov 2020 - Oct 2022 		2.04%
37 out of 1816
US Inflation Adjusted +2.02% +22.89%
Jul 1920 - Jun 1922 		-14.68%
Jul 1918 - Jun 1920 		33.37%
606 out of 1816
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.33% +17.24%
Mar 1980 - Feb 1983 		-1.26%
Jul 2020 - Jun 2023 		1.33%
24 out of 1804
US Inflation Adjusted +2.15% +17.20%
Aug 1873 - Jul 1876 		-12.29%
Feb 1917 - Jan 1920 		30.27%
546 out of 1804
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.39% +15.94%
Sep 1981 - Aug 1985 		-0.05%
Apr 2020 - Mar 2024 		0.06%
1 out of 1792
US Inflation Adjusted +1.98% +15.83%
Aug 1874 - Jul 1878 		-13.24%
Jun 1916 - May 1920 		30.08%
539 out of 1792
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.33% +15.57%
Sep 1981 - Aug 1986 		+0.32%
May 2013 - Apr 2018 		0.00%
0 out of 1780
US Inflation Adjusted +1.94% +16.30%
Jun 1873 - May 1878 		-11.10%
Jul 1915 - Jun 1920 		28.76%
512 out of 1780
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.36% +14.66%
Apr 1980 - Mar 1986 		+0.33%
May 2012 - Apr 2018 		0.00%
0 out of 1768
US Inflation Adjusted +1.89% +15.76%
Jan 1873 - Dec 1878 		-8.80%
Jul 1914 - Jun 1920 		27.09%
479 out of 1768
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.36% +13.80%
Mar 1980 - Feb 1987 		+0.39%
Oct 2011 - Sep 2018 		0.00%
0 out of 1756
US Inflation Adjusted +1.89% +14.38%
May 1872 - Apr 1879 		-7.07%
Jun 1913 - May 1920 		25.97%
456 out of 1756
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.38% +12.82%
Mar 1980 - Feb 1988 		+0.45%
Nov 2014 - Oct 2022 		0.00%
0 out of 1744
US Inflation Adjusted +1.84% +12.40%
Apr 1871 - Mar 1879 		-5.91%
Jul 1912 - Jun 1920 		25.80%
450 out of 1744
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.43% +11.82%
Dec 1980 - Nov 1989 		+0.46%
Nov 2013 - Oct 2022 		0.00%
0 out of 1732
US Inflation Adjusted +1.92% +10.38%
Jun 1872 - May 1881 		-5.89%
Jul 1911 - Jun 1920 		27.37%
474 out of 1732
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.41% +11.72%
Mar 1980 - Feb 1990 		+0.45%
Nov 2012 - Oct 2022 		0.00%
0 out of 1720
US Inflation Adjusted +1.99% +9.41%
Apr 1871 - Mar 1881 		-4.88%
Jun 1941 - May 1951 		26.05%
448 out of 1720
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.42% +11.66%
Mar 1980 - Feb 1991 		+0.44%
Nov 2011 - Oct 2022 		0.00%
0 out of 1708
US Inflation Adjusted +1.87% +9.68%
Mar 1873 - Feb 1884 		-4.51%
Dec 1940 - Nov 1951 		25.18%
430 out of 1708
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.41% +11.50%
Mar 1980 - Feb 1992 		+0.48%
Nov 2010 - Oct 2022 		0.00%
0 out of 1696
US Inflation Adjusted +1.89% +10.25%
Apr 1873 - Mar 1885 		-4.35%
Jun 1939 - May 1951 		22.58%
383 out of 1696
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.40% +11.37%
Mar 1980 - Feb 1993 		+0.62%
Mar 2010 - Feb 2023 		0.00%
0 out of 1684
US Inflation Adjusted +1.82% +10.25%
Oct 1872 - Sep 1885 		-3.92%
Aug 1939 - Jul 1952 		21.44%
361 out of 1684
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.40% +10.77%
Mar 1980 - Feb 1994 		+0.69%
Jan 2009 - Dec 2022 		0.00%
0 out of 1672
US Inflation Adjusted +1.84% +9.96%
May 1872 - Apr 1886 		-3.85%
Jul 1939 - Jun 1953 		21.47%
359 out of 1672
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.40% +10.33%
Nov 1978 - Oct 1993 		+0.87%
Dec 2008 - Nov 2023 		0.00%
0 out of 1660
US Inflation Adjusted +1.90% +9.32%
Apr 1871 - Mar 1886 		-3.26%
Jul 1938 - Jun 1953 		19.94%
331 out of 1660
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.37% +10.15%
Mar 1980 - Feb 1996 		+1.03%
Jun 1935 - May 1951 		0.00%
0 out of 1648
US Inflation Adjusted +1.85% +9.20%
Apr 1873 - Mar 1889 		-3.00%
Aug 1941 - Jul 1957 		18.93%
312 out of 1648
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.34% +10.04%
Oct 1975 - Sep 1992 		+1.03%
Jun 1936 - May 1953 		0.00%
0 out of 1636
US Inflation Adjusted +1.85% +9.01%
Jun 1872 - May 1889 		-2.86%
Jun 1936 - May 1953 		18.83%
308 out of 1636
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.34% +9.95%
Sep 1974 - Aug 1992 		+0.97%
Jul 1935 - Jun 1953 		0.00%
0 out of 1624
US Inflation Adjusted +1.84% +8.59%
Feb 1872 - Jan 1890 		-2.84%
Aug 1939 - Jul 1957 		18.10%
294 out of 1624
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.33% +9.77%
Sep 1974 - Aug 1993 		+0.98%
Jul 1934 - Jun 1953 		0.00%
0 out of 1612
US Inflation Adjusted +1.88% +8.92%
Apr 1873 - Mar 1892 		-2.63%
Jun 1934 - May 1953 		16.56%
267 out of 1612
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.30% +9.50%
Aug 1973 - Jul 1993 		+1.09%
Jul 1933 - Jun 1953 		0.00%
0 out of 1600
US Inflation Adjusted +1.90% +8.80%
May 1872 - Apr 1892 		-2.61%
Jul 1933 - Jun 1953 		17.13%
274 out of 1600
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Short Term Treasury Portfolio: ETF allocation and returns page.