Scott Burns Margaritaville Portfolio vs David Swensen Yale Endowment 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 Margaritaville Portfolio
1.00$
Invested Capital
July 1995
8.85$
Final Capital
June 2025
7.54%
Yearly Return
10.84%
Std Deviation
-38.70%
Max Drawdown
39months
Recovery Period
1.00$
Invested Capital
July 1995
4.21$
Final Capital
June 2025
4.90%
Yearly Return
10.84%
Std Deviation
-39.71%
Max Drawdown
61months
Recovery Period
1.00$
Invested Capital
January 1985
36.16$
Final Capital
June 2025
9.26%
Yearly Return
10.89%
Std Deviation
-38.70%
Max Drawdown
39months
Recovery Period
1.00$
Invested Capital
January 1985
11.90$
Final Capital
June 2025
6.31%
Yearly Return
10.89%
Std Deviation
-39.71%
Max Drawdown
61months
Recovery Period
David Swensen Yale Endowment Portfolio
1.00$
Invested Capital
July 1995
10.47$
Final Capital
June 2025
8.14%
Yearly Return
10.86%
Std Deviation
-40.68%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
July 1995
4.98$
Final Capital
June 2025
5.49%
Yearly Return
10.86%
Std Deviation
-41.66%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1985
39.82$
Final Capital
June 2025
9.52%
Yearly Return
10.69%
Std Deviation
-40.68%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1985
13.10$
Final Capital
June 2025
6.56%
Yearly Return
10.69%
Std Deviation
-41.66%
Max Drawdown
42months
Recovery Period

As of June 2025, in the previous 30 Years, the Scott Burns Margaritaville Portfolio obtained a 7.54% compound annual return, with a 10.84% standard deviation. It suffered a maximum drawdown of -38.70% that required 39 months to be recovered.

As of June 2025, in the previous 30 Years, the David Swensen Yale Endowment Portfolio obtained a 8.14% compound annual return, with a 10.86% standard deviation. It suffered a maximum drawdown of -40.68% that required 38 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 Margaritaville Portfolio
Weight
(%)		 Ticker Name
34.00
VTI
Vanguard Total Stock Market
33.00
VEU
Vanguard FTSE All-World ex-US
33.00
TIP
iShares TIPS Bond
David Swensen Yale Endowment Portfolio
Weight
(%)		 Ticker Name
30.00
VTI
Vanguard Total Stock Market
20.00
VNQ
Vanguard Real Estate
15.00
VEA
Vanguard FTSE Developed Markets
5.00
EEM
iShares MSCI Emerging Markets
15.00
IEI
iShares 3-7 Year Treasury Bond
15.00
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:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Margaritaville
Scott Burns 		1 $ 8.85 $ 784.92% 7.54%
David Swensen Yale Endowment
David Swensen 		1 $ 10.47 $ 946.94% 8.14%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Margaritaville
Scott Burns 		1 $ 4.21 $ 320.57% 4.90%
David Swensen Yale Endowment
David Swensen 		1 $ 4.98 $ 397.58% 5.49%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Margaritaville
Scott Burns 		1 $ 36.16 $ 3 516.02% 9.26%
David Swensen Yale Endowment
David Swensen 		1 $ 39.82 $ 3 882.48% 9.52%
Jan 1985 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Margaritaville
Scott Burns 		1 $ 11.90 $ 1 089.69% 6.31%
David Swensen Yale Endowment
David Swensen 		1 $ 13.10 $ 1 210.26% 6.56%
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 Margaritaville
Scott Burns 		9.48 3.31 9.48 13.33 9.26 7.43 7.54 9.26
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_david_swensen.webp Yale Endowment
David Swensen 		7.39 2.86 7.39 12.38 8.42 7.14 8.14 9.52
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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Margaritaville Yale Endowment
Author Scott Burns David Swensen
ASSET ALLOCATION
Stocks 67% 70%
Fixed Income 33% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.33 12.38
Infl. Adjusted (%) 10.64 9.71
DRAWDOWN
Deepest Drawdown Depth (%) -2.50 -3.63
Start to Recovery (months) 2 6
Longest Drawdown Depth (%) -1.59 -3.63
Start to Recovery (months) 3 6
Longest Negative Period (months) 6 7
RISK INDICATORS
Standard Deviation (%) 6.99 7.97
Sharpe Ratio 1.24 0.97
Sortino Ratio 1.54 1.18
Ulcer Index 1.07 1.54
Ratio: Return / Standard Deviation 1.91 1.55
Ratio: Return / Deepest Drawdown 5.33 3.41
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Margaritaville Yale Endowment
Author Scott Burns David Swensen
ASSET ALLOCATION
Stocks 67% 70%
Fixed Income 33% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.26 8.42
Infl. Adjusted (%) 4.53 3.72
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -22.63
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -21.96 -22.63
Start to Recovery (months) 27 31
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 11.63 12.30
Sharpe Ratio 0.57 0.47
Sortino Ratio 0.76 0.63
Ulcer Index 7.50 8.66
Ratio: Return / Standard Deviation 0.80 0.68
Ratio: Return / Deepest Drawdown 0.42 0.37
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Margaritaville Yale Endowment
Author Scott Burns David Swensen
ASSET ALLOCATION
Stocks 67% 70%
Fixed Income 33% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.43 7.14
Infl. Adjusted (%) 4.26 3.98
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -22.63
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -21.96 -22.63
Start to Recovery (months) 27 31
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 10.84 11.15
Sharpe Ratio 0.52 0.48
Sortino Ratio 0.68 0.63
Ulcer Index 5.98 6.60
Ratio: Return / Standard Deviation 0.69 0.64
Ratio: Return / Deepest Drawdown 0.34 0.32
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Margaritaville Yale Endowment
Author Scott Burns David Swensen
ASSET ALLOCATION
Stocks 67% 70%
Fixed Income 33% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.54 8.14
Infl. Adjusted (%) 4.90 5.49
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -40.68
Start to Recovery (months) 39 38
Longest Drawdown Depth (%) -22.41 -40.68
Start to Recovery (months) 45 38
Longest Negative Period (months) 62 62
RISK INDICATORS
Standard Deviation (%) 10.84 10.86
Sharpe Ratio 0.49 0.54
Sortino Ratio 0.63 0.70
Ulcer Index 8.25 7.44
Ratio: Return / Standard Deviation 0.70 0.75
Ratio: Return / Deepest Drawdown 0.19 0.20
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Margaritaville Yale Endowment
Author Scott Burns David Swensen
ASSET ALLOCATION
Stocks 67% 70%
Fixed Income 33% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.26 9.52
Infl. Adjusted (%) 6.31 6.56
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -40.68
Start to Recovery (months) 39 38
Longest Drawdown Depth (%) -22.41 -40.68
Start to Recovery (months) 45 38
Longest Negative Period (months) 62 62
RISK INDICATORS
Standard Deviation (%) 10.89 10.69
Sharpe Ratio 0.56 0.60
Sortino Ratio 0.74 0.77
Ulcer Index 7.38 6.72
Ratio: Return / Standard Deviation 0.85 0.89
Ratio: Return / Deepest Drawdown 0.24 0.23
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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Margaritaville Yale Endowment
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-40.68 38 Nov 2007
Dec 2010
-38.70 39 Nov 2007
Jan 2011
-22.63 31 Jan 2022
Jul 2024
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-14.79 7 Feb 2020
Aug 2020
-14.40 7 Jan 2020
Jul 2020
-12.82 10 May 2011
Feb 2012
-12.17 10 May 2011
Feb 2012
-10.97 9 Apr 1998
Dec 1998
-10.82 33 Sep 2000
May 2003
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-8.41 7 Sep 2018
Mar 2019

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Margaritaville Yale Endowment
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-40.68 38 Nov 2007
Dec 2010
-38.70 39 Nov 2007
Jan 2011
-22.63 31 Jan 2022
Jul 2024
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-16.20 16 Sep 1987
Dec 1988
-15.03 14 Sep 1987
Oct 1988
-14.79 7 Feb 2020
Aug 2020
-14.53 14 Jan 1990
Feb 1991
-14.40 7 Jan 2020
Jul 2020
-12.82 10 May 2011
Feb 2012
-12.63 14 Jan 1990
Feb 1991
-12.17 10 May 2011
Feb 2012
-10.97 9 Apr 1998
Dec 1998
-10.82 33 Sep 2000
May 2003

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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Margaritaville Yale Endowment
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 9.48 -1.59 7.39 -2.00
2024
 10.48 -2.90 9.42 -3.92
2023
 15.17 -7.90 14.45 -8.62
2022
 -16.10 -21.96 -17.82 -22.63
2021
 13.33 -2.96 17.84 -3.58
2020
 14.40 -14.40 10.35 -14.79
2019
 20.39 -3.64 21.39 -2.68
2018
 -6.92 -9.97 -5.76 -8.41
2017
 17.22 0.00 13.79 0.00
2016
 7.53 -3.63 7.40 -3.21
2015
 -2.03 -8.70 -0.29 -6.50
2014
 3.95 -3.16 9.76 -3.40
2013
 13.25 -4.31 12.04 -4.27
2012
 13.94 -5.67 13.44 -4.70
2011
 0.08 -12.82 2.46 -12.17
2010
 11.85 -8.08 14.85 -7.93
2009
 25.18 -13.70 23.34 -16.98
2008
 -26.90 -30.74 -25.11 -30.37
2007
 10.88 -2.84 4.93 -4.58
2006
 14.22 -2.59 17.78 -2.66
2005
 8.11 -2.37 8.67 -2.69
2004
 13.95 -3.39 16.01 -5.84
2003
 26.41 -2.95 26.59 -1.98
2002
 -6.46 -11.78 -3.49 -9.34
2001
 -7.87 -14.71 -1.98 -9.29
2000
 -2.92 -8.17 3.33 -5.76
1999
 16.49 -2.94 13.91 -2.69
1998
 16.12 -9.72 8.26 -10.97
1997
 14.48 -4.68 15.25 -3.44
1996
 9.11 -2.95 15.04 -2.41
1995
 21.08 -0.70 20.31 -1.03
1994
 1.10 -5.54 -2.86 -8.21
1993
 18.69 -4.43 20.71 -3.68
1992
 1.10 -5.71 5.36 -3.21
1991
 20.28 -3.87 29.05 -3.46
1990
 -7.54 -14.53 -6.06 -12.63
1989
 19.01 -1.19 21.59 -1.39
1988
 16.51 -3.08 15.34 -2.25
1987
 10.87 -15.03 2.49 -16.20
1986
 31.94 -5.15 23.31 -3.94
1985
 35.93 -1.79 30.22 -1.80
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