Scott Burns Seven Value Portfolio vs David Swensen Yale Endowment Portfolio Portfolio Comparison

Simulation Settings

Period: January 1985 - March 2026 (~41 years)
Consolidated Returns as of 31 March 2026

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

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Results

30 Years
(1996/04 - 2026/03)

All Data
(1985/01 - 2026/03)

Inflation Adjusted:

Scott Burns Seven Value Portfolio

1.00$
Invested Capital
April 1996
10.67$
Final Capital
March 2026
8.21%
Yearly Return
11.37%
Std Deviation
-41.22%
Max Drawdown
39months
Recovery Period

1.00$
Invested Capital
April 1996
5.02$
Final Capital
March 2026
5.53%
Yearly Return
11.37%
Std Deviation
-42.19%
Max Drawdown
42months
Recovery Period

1.00$
Invested Capital
January 1985
45.23$
Final Capital
March 2026
9.68%
Yearly Return
10.92%
Std Deviation
-41.22%
Max Drawdown
39months
Recovery Period

1.00$
Invested Capital
January 1985
14.44$
Final Capital
March 2026
6.69%
Yearly Return
10.92%
Std Deviation
-42.19%
Max Drawdown
42months
Recovery Period

David Swensen Yale Endowment Portfolio

1.00$
Invested Capital
April 1996
10.02$
Final Capital
March 2026
7.98%
Yearly Return
10.91%
Std Deviation
-40.68%
Max Drawdown
38months
Recovery Period

1.00$
Invested Capital
April 1996
4.71$
Final Capital
March 2026
5.30%
Yearly Return
10.91%
Std Deviation
-41.66%
Max Drawdown
42months
Recovery Period

1.00$
Invested Capital
January 1985
42.46$
Final Capital
March 2026
9.51%
Yearly Return
10.65%
Std Deviation
-40.68%
Max Drawdown
38months
Recovery Period

1.00$
Invested Capital
January 1985
13.56$
Final Capital
March 2026
6.52%
Yearly Return
10.65%
Std Deviation
-41.66%
Max Drawdown
42months
Recovery Period

As of March 2026, in the previous 30 Years, the Scott Burns Seven Value Portfolio obtained a 8.21% compound annual return, with a 11.37% standard deviation. It suffered a maximum drawdown of -41.22% that required 39 months to be recovered.

As of March 2026, in the previous 30 Years, the David Swensen Yale Endowment Portfolio obtained a 7.98% compound annual return, with a 10.91% standard deviation. It suffered a maximum drawdown of -40.68% that required 38 months to be recovered.

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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.

Resources & Extras

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Scott Burns Seven Value Portfolio

Weight (%)	Ticker	Name
14.50	VTI	Vanguard Total Stock Market
14.25	XLE	Energy Select Sector SPDR Fund
14.25	VTV	Vanguard Value
14.25	VEU	Vanguard FTSE All-World ex-US
14.25	VNQ	Vanguard Real Estate
14.25	TIP	iShares TIPS Bond
14.25	BNDX	Vanguard Total International 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 Mar 31, 2026

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1996/04 - 2026/03)

All Data
(1985/01 - 2026/03)

Inflation Adjusted:

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Seven Value Scott Burns	1 $	10.67 $	967.39%	8.21%
Yale Endowment David Swensen	1 $	10.02 $	901.62%	7.98%
	Apr 1996	Mar 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Seven Value Scott Burns	1 $	5.02 $	402.39%	5.53%
Yale Endowment David Swensen	1 $	4.71 $	371.44%	5.30%
	Apr 1996	Mar 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Seven Value Scott Burns	1 $	45.23 $	4 423.10%	9.68%
Yale Endowment David Swensen	1 $	42.46 $	4 145.75%	9.51%
	Jan 1985	Mar 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Seven Value Scott Burns	1 $	14.44 $	1 344.37%	6.69%
Yale Endowment David Swensen	1 $	13.56 $	1 255.80%	6.52%
	Jan 1985	Mar 2026

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		Return (%) as of Mar 31, 2026
		YTD (3M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~41Y)
	Seven Value Scott Burns	5.84	-2.23	7.34	15.40	9.30	8.67	8.21	9.68
	Yale Endowment David Swensen	-0.29	-5.05	1.40	12.92	5.95	7.63	7.98	9.51
Returns over 1 year are annualized.

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Portfolio Metrics as of Mar 31, 2026

The following metrics, updated as of 31 March 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

Period: 1 April 2025 - 31 March 2026 (1 year)

Period: 1 April 2021 - 31 March 2026 (5 years)

Period: 1 April 2016 - 31 March 2026 (10 years)

Period: 1 April 1996 - 31 March 2026 (30 years)

Period: 1 January 1985 - 31 March 2026 (~41 years)

1 Year

5 Years

10 Years

30 Years

All (1985/01 - 2026/03)

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	Seven Value	Yale Endowment
Author	Scott Burns	David Swensen
ASSET ALLOCATION
Stocks	71.5%	70%
Fixed Income	28.5%	30%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	15.40	12.92
Infl. Adjusted (%)	11.67	9.27
DRAWDOWN
Deepest Drawdown Depth (%)	-2.41	-5.05
Start to Recovery (months)	3	1*
Longest Drawdown Depth (%)	-2.41	-5.05
Start to Recovery (months)	3	1*
Longest Negative Period (months)	2	4*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	7.04	7.29
Sharpe Ratio	1.62	1.22
Sortino Ratio	2.16	1.43
Ulcer Index	0.91	1.40
Ratio: Return / Standard Deviation	2.19	1.77
Ratio: Return / Deepest Drawdown	6.40	2.56
Metrics calculated over the period 1 April 2025 - 31 March 2026

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	Seven Value	Yale Endowment
Author	Scott Burns	David Swensen
ASSET ALLOCATION
Stocks	71.5%	70%
Fixed Income	28.5%	30%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	9.30	5.95
Infl. Adjusted (%)	4.58	1.38
DRAWDOWN
Deepest Drawdown Depth (%)	-14.49	-22.63
Start to Recovery (months)	16	31
Longest Drawdown Depth (%)	-14.49	-22.63
Start to Recovery (months)	16	31
Longest Negative Period (months)	24	34
RISK INDICATORS
Standard Deviation (%)	11.74	11.90
Sharpe Ratio	0.51	0.23
Sortino Ratio	0.68	0.30
Ulcer Index	3.38	8.67
Ratio: Return / Standard Deviation	0.79	0.50
Ratio: Return / Deepest Drawdown	0.64	0.26
Metrics calculated over the period 1 April 2021 - 31 March 2026

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	Seven Value	Yale Endowment
Author	Scott Burns	David Swensen
ASSET ALLOCATION
Stocks	71.5%	70%
Fixed Income	28.5%	30%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	8.67	7.63
Infl. Adjusted (%)	5.17	4.16
DRAWDOWN
Deepest Drawdown Depth (%)	-20.44	-22.63
Start to Recovery (months)	12	31
Longest Drawdown Depth (%)	-14.49	-22.63
Start to Recovery (months)	16	31
Longest Negative Period (months)	44	34
RISK INDICATORS
Standard Deviation (%)	11.74	10.91
Sharpe Ratio	0.56	0.50
Sortino Ratio	0.72	0.65
Ulcer Index	4.12	6.53
Ratio: Return / Standard Deviation	0.74	0.70
Ratio: Return / Deepest Drawdown	0.42	0.34
Metrics calculated over the period 1 April 2016 - 31 March 2026

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	Seven Value	Yale Endowment
Author	Scott Burns	David Swensen
ASSET ALLOCATION
Stocks	71.5%	70%
Fixed Income	28.5%	30%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	8.21	7.98
Infl. Adjusted (%)	5.53	5.30
DRAWDOWN
Deepest Drawdown Depth (%)	-41.22	-40.68
Start to Recovery (months)	39	38
Longest Drawdown Depth (%)	-41.22	-40.68
Start to Recovery (months)	39	38
Longest Negative Period (months)	60	62
RISK INDICATORS
Standard Deviation (%)	11.37	10.91
Sharpe Ratio	0.53	0.53
Sortino Ratio	0.68	0.68
Ulcer Index	7.31	7.44
Ratio: Return / Standard Deviation	0.72	0.73
Ratio: Return / Deepest Drawdown	0.20	0.20
Metrics calculated over the period 1 April 1996 - 31 March 2026

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	Seven Value	Yale Endowment
Author	Scott Burns	David Swensen
ASSET ALLOCATION
Stocks	71.5%	70%
Fixed Income	28.5%	30%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	9.68	9.51
Infl. Adjusted (%)	6.69	6.52
DRAWDOWN
Deepest Drawdown Depth (%)	-41.22	-40.68
Start to Recovery (months)	39	38
Longest Drawdown Depth (%)	-41.22	-40.68
Start to Recovery (months)	39	38
Longest Negative Period (months)	60	62
RISK INDICATORS
Standard Deviation (%)	10.92	10.65
Sharpe Ratio	0.60	0.60
Sortino Ratio	0.77	0.77
Ulcer Index	6.52	6.66
Ratio: Return / Standard Deviation	0.89	0.89
Ratio: Return / Deepest Drawdown	0.23	0.23
Metrics calculated over the period 1 January 1985 - 31 March 2026

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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 April 1996 - 31 March 2026 (30 years)

Period: 1 January 1985 - 31 March 2026 (~41 years)

30 Years
(1996/04 - 2026/03)

Chart Table

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Seven Value			Yale Endowment
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-41.22	39	Nov 2007 Jan 2011
			-40.68	38	Nov 2007 Dec 2010
			-22.63	31	Jan 2022 Jul 2024
-20.44	12	Jan 2020 Dec 2020
-15.04	32	Feb 2001 Sep 2003
			-14.79	7	Feb 2020 Aug 2020
-14.49	16	Apr 2022 Jul 2023
-14.02	10	May 2011 Feb 2012
-13.01	11	May 1998 Mar 1999
			-12.17	10	May 2011 Feb 2012
			-10.97	9	Apr 1998 Dec 1998
			-10.82	33	Sep 2000 May 2003
-9.57	7	Sep 2018 Mar 2019
-9.24	14	May 2015 Jun 2016
			-8.41	7	Sep 2018 Mar 2019

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Seven Value			Yale Endowment
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-41.22	39	Nov 2007 Jan 2011
			-40.68	38	Nov 2007 Dec 2010
			-22.63	31	Jan 2022 Jul 2024
-20.44	12	Jan 2020 Dec 2020
-17.34	16	Sep 1987 Dec 1988
			-16.20	16	Sep 1987 Dec 1988
-15.04	32	Feb 2001 Sep 2003
			-14.79	7	Feb 2020 Aug 2020
-14.49	16	Apr 2022 Jul 2023
-14.02	10	May 2011 Feb 2012
-13.01	11	May 1998 Mar 1999
			-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 - 31 March 2026 (~41 years)

Rolling Period:

Seven Value
Yale Endowment

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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	Seven Value		Yale Endowment
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2026	5.84	-2.23	-0.29	-5.05
2025	12.22	-3.44	14.81	-2.00
2024	8.74	-4.74	9.42	-3.92
2023	10.68	-7.06	14.45	-8.62
2022	-3.63	-14.49	-17.82	-22.63
2021	22.53	-2.24	17.84	-3.58
2020	1.86	-20.44	10.35	-14.79
2019	19.31	-3.92	21.39	-2.68
2018	-6.81	-9.57	-5.76	-8.41
2017	10.75	-0.38	13.79	0.00
2016	11.54	-3.28	7.40	-3.21
2015	-3.57	-9.07	-0.29	-6.50
2014	7.89	-3.60	9.76	-3.40
2013	14.33	-3.26	12.04	-4.27
2012	12.77	-5.25	13.44	-4.70
2011	3.05	-14.02	2.46	-12.17
2010	15.52	-8.80	14.85	-7.93
2009	23.22	-16.01	23.34	-16.98
2008	-27.82	-32.22	-25.11	-30.37
2007	8.29	-3.44	4.93	-4.58
2006	17.32	-2.23	17.78	-2.66
2005	12.65	-3.52	8.67	-2.69
2004	18.27	-3.80	16.01	-5.84
2003	25.26	-1.84	26.59	-1.98
2002	-5.96	-12.60	-3.49	-9.34
2001	-4.35	-10.12	-1.98	-9.29
2000	8.17	-4.20	3.33	-5.76
1999	10.89	-3.22	13.91	-2.69
1998	6.19	-13.01	8.26	-10.97
1997	14.55	-2.60	15.25	-3.44
1996	17.33	-2.26	15.04	-2.41
1995	22.68	-1.40	20.31	-1.03
1994	-2.08	-7.04	-2.86	-8.21
1993	19.57	-4.28	20.71	-3.68
1992	7.31	-2.91	5.36	-3.21
1991	20.27	-3.54	29.05	-3.46
1990	-5.60	-9.72	-6.06	-12.63
1989	21.02	-1.39	21.59	-1.39
1988	16.18	-2.10	15.34	-2.25
1987	5.84	-17.34	2.49	-16.20
1986	23.44	-3.19	23.31	-3.94
1985	28.48	-1.76	30.22	-1.80

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Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Mar 31, 2026

Portfolio Metrics as of Mar 31, 2026

Drawdowns

Rolling Returns

Yearly Returns