Scott Burns Couch Potato Portfolio vs Betterment Robo Advisor 50 Value Tilt Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
Scott Burns Couch Potato Portfolio
1.00$
Invested Capital
July 1995
10.40$
Final Capital
June 2025
8.12%
Yearly Return
8.74%
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
July 1995
4.93$
Final Capital
June 2025
5.46%
Yearly Return
8.74%
Std Deviation
-28.24%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
January 1985
37.87$
Final Capital
June 2025
9.39%
Yearly Return
9.04%
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
January 1985
12.42$
Final Capital
June 2025
6.42%
Yearly Return
9.04%
Std Deviation
-28.24%
Max Drawdown
36months
Recovery Period
Betterment Robo Advisor 50 Value Tilt Portfolio
1.00$
Invested Capital
July 1995
8.71$
Final Capital
June 2025
7.48%
Yearly Return
9.28%
Std Deviation
-30.72%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
July 1995
4.13$
Final Capital
June 2025
4.84%
Yearly Return
9.28%
Std Deviation
-31.87%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
January 1985
35.62$
Final Capital
June 2025
9.22%
Yearly Return
9.43%
Std Deviation
-30.72%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
January 1985
11.69$
Final Capital
June 2025
6.26%
Yearly Return
9.43%
Std Deviation
-31.87%
Max Drawdown
36months
Recovery Period

As of June 2025, in the previous 30 Years, the Scott Burns Couch Potato Portfolio obtained a 8.12% compound annual return, with a 8.74% standard deviation. It suffered a maximum drawdown of -27.04% that required 30 months to be recovered.

As of June 2025, in the previous 30 Years, the Betterment Robo Advisor 50 Value Tilt Portfolio obtained a 7.48% compound annual return, with a 9.28% standard deviation. It suffered a maximum drawdown of -30.72% that required 30 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Scott Burns Couch Potato Portfolio
Weight
(%)		 Ticker Name
50.00
VTI
Vanguard Total Stock Market
50.00
TIP
iShares TIPS Bond
Betterment Robo Advisor 50 Value Tilt Portfolio
Weight
(%)		 Ticker Name
16.20
VTI
Vanguard Total Stock Market
13.70
EFA
iShares MSCI EAFE
9.00
EEM
iShares MSCI Emerging Markets
4.40
VTV
Vanguard Value
3.60
VOE
Vanguard Mid-Cap Value
3.00
IJS
iShares S&P Small-Cap 600 Value
18.40
BNDX
Vanguard Total International Bond
14.70
BND
Vanguard Total Bond Market
10.70
EMB
iShares JP Morgan USD Em Mkts Bd
6.30
TIP
iShares TIPS Bond
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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Couch Potato
Scott Burns 		1 $ 10.40 $ 939.76% 8.12%
Betterment Robo Advisor 50 Value Tilt
Betterment 		1 $ 8.71 $ 771.45% 7.48%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Couch Potato
Scott Burns 		1 $ 4.93 $ 392.75% 5.46%
Betterment Robo Advisor 50 Value Tilt
Betterment 		1 $ 4.13 $ 312.98% 4.84%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Couch Potato
Scott Burns 		1 $ 37.87 $ 3 687.01% 9.39%
Betterment Robo Advisor 50 Value Tilt
Betterment 		1 $ 35.62 $ 3 461.91% 9.22%
Jan 1985 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Couch Potato
Scott Burns 		1 $ 12.42 $ 1 142.38% 6.42%
Betterment Robo Advisor 50 Value Tilt
Betterment 		1 $ 11.69 $ 1 068.54% 6.26%
Jan 1985 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Couch Potato
Scott Burns 		5.13 3.02 5.13 10.60 8.53 7.77 8.12 9.39
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_betterment.webp Robo Advisor 50 Value Tilt
Betterment 		7.22 2.81 7.22 11.22 6.34 5.72 7.48 9.22
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/06)
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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 (%) 10.60 11.22
Infl. Adjusted (%) 7.67 8.27
DRAWDOWN
Deepest Drawdown Depth (%) -3.00 -2.63
Start to Recovery (months) 7 3
Longest Drawdown Depth (%) -3.00 -2.63
Start to Recovery (months) 7 3
Longest Negative Period (months) 7 7
RISK INDICATORS
Standard Deviation (%) 7.04 6.46
Sharpe Ratio 0.85 1.02
Sortino Ratio 1.11 1.25
Ulcer Index 1.37 1.09
Ratio: Return / Standard Deviation 1.51 1.74
Ratio: Return / Deepest Drawdown 3.53 4.26
Metrics calculated over the period 1 July 2024 - 30 June 2025
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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 (%) 8.53 6.34
Infl. Adjusted (%) 3.77 1.68
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 (%) 10.63 10.15
Sharpe Ratio 0.55 0.36
Sortino Ratio 0.73 0.49
Ulcer Index 7.30 7.34
Ratio: Return / Standard Deviation 0.80 0.62
Ratio: Return / Deepest Drawdown 0.43 0.31
Metrics calculated over the period 1 July 2020 - 30 June 2025
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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 (%) 7.77 5.72
Infl. Adjusted (%) 4.56 2.57
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 (%) 9.47 9.30
Sharpe Ratio 0.63 0.42
Sortino Ratio 0.83 0.56
Ulcer Index 5.49 5.67
Ratio: Return / Standard Deviation 0.82 0.62
Ratio: Return / Deepest Drawdown 0.39 0.28
Metrics calculated over the period 1 July 2015 - 30 June 2025
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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 (%) 8.12 7.48
Infl. Adjusted (%) 5.46 4.84
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 (%) 8.74 9.28
Sharpe Ratio 0.67 0.56
Sortino Ratio 0.88 0.73
Ulcer Index 5.17 5.69
Ratio: Return / Standard Deviation 0.93 0.81
Ratio: Return / Deepest Drawdown 0.30 0.24
Metrics calculated over the period 1 July 1995 - 30 June 2025
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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 (%) 9.39 9.22
Infl. Adjusted (%) 6.42 6.26
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 (%) 9.04 9.43
Sharpe Ratio 0.69 0.64
Sortino Ratio 0.91 0.84
Ulcer Index 4.83 5.23
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 June 2025
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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 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)

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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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 June 2025 (~41 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
(%)
2025
 5.13 -2.83 7.22 -1.48
2024
 12.73 -3.08 7.90 -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
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