Scott Burns Seven Value 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 Seven Value Portfolio
1.00$
Invested Capital
July 1995
10.81$
Final Capital
June 2025
8.26%
Yearly Return
11.36%
Std Deviation
-41.22%
Max Drawdown
39months
Recovery Period
1.00$
Invested Capital
July 1995
5.12$
Final Capital
June 2025
5.60%
Yearly Return
11.36%
Std Deviation
-42.19%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1985
40.19$
Final Capital
June 2025
9.55%
Yearly Return
10.98%
Std Deviation
-41.22%
Max Drawdown
39months
Recovery Period
1.00$
Invested Capital
January 1985
13.18$
Final Capital
June 2025
6.58%
Yearly Return
10.98%
Std Deviation
-42.19%
Max Drawdown
42months
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
4.96$
Final Capital
June 2025
5.48%
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
13.07$
Final Capital
June 2025
6.55%
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 Seven Value Portfolio obtained a 8.26% compound annual return, with a 11.36% standard deviation. It suffered a maximum drawdown of -41.22% 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 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 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 Seven Value
Scott Burns 		1 $ 10.81 $ 981.04% 8.26%
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 Seven Value
Scott Burns 		1 $ 5.12 $ 412.31% 5.60%
David Swensen Yale Endowment
David Swensen 		1 $ 4.96 $ 396.15% 5.48%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Scott Burns Seven Value
Scott Burns 		1 $ 40.19 $ 3 918.89% 9.55%
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 Seven Value
Scott Burns 		1 $ 13.18 $ 1 218.46% 6.58%
David Swensen Yale Endowment
David Swensen 		1 $ 13.07 $ 1 206.51% 6.55%
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 Seven Value
Scott Burns 		5.53 2.78 5.53 9.21 11.15 7.37 8.26 9.55
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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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 (%) 9.21 12.38
Infl. Adjusted (%) 6.31 9.40
DRAWDOWN
Deepest Drawdown Depth (%) -4.74 -3.63
Start to Recovery (months) 7 6
Longest Drawdown Depth (%) -4.74 -3.63
Start to Recovery (months) 7 6
Longest Negative Period (months) 8 7
RISK INDICATORS
Standard Deviation (%) 8.73 7.97
Sharpe Ratio 0.52 0.97
Sortino Ratio 0.65 1.18
Ulcer Index 2.14 1.54
Ratio: Return / Standard Deviation 1.06 1.55
Ratio: Return / Deepest Drawdown 1.94 3.41
Metrics calculated over the period 1 July 2024 - 30 June 2025
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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 (%) 11.15 8.42
Infl. Adjusted (%) 6.28 3.66
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 (%) 12.46 12.30
Sharpe Ratio 0.68 0.47
Sortino Ratio 0.92 0.63
Ulcer Index 3.43 8.66
Ratio: Return / Standard Deviation 0.90 0.68
Ratio: Return / Deepest Drawdown 0.77 0.37
Metrics calculated over the period 1 July 2020 - 30 June 2025
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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 (%) 7.37 7.14
Infl. Adjusted (%) 4.17 3.95
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 (%) 12.05 11.15
Sharpe Ratio 0.46 0.48
Sortino Ratio 0.61 0.63
Ulcer Index 4.26 6.60
Ratio: Return / Standard Deviation 0.61 0.64
Ratio: Return / Deepest Drawdown 0.36 0.32
Metrics calculated over the period 1 July 2015 - 30 June 2025
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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 (%) 8.26 8.14
Infl. Adjusted (%) 5.60 5.48
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 (%) 11.36 10.86
Sharpe Ratio 0.53 0.54
Sortino Ratio 0.69 0.70
Ulcer Index 7.31 7.44
Ratio: Return / Standard Deviation 0.73 0.75
Ratio: Return / Deepest Drawdown 0.20 0.20
Metrics calculated over the period 1 July 1995 - 30 June 2025
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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 (%) 9.55 9.52
Infl. Adjusted (%) 6.58 6.55
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 (%) 10.98 10.69
Sharpe Ratio 0.58 0.60
Sortino Ratio 0.75 0.77
Ulcer Index 6.58 6.72
Ratio: Return / Standard Deviation 0.87 0.89
Ratio: Return / Deepest Drawdown 0.23 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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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 - 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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Seven Value Yale Endowment
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 5.53 -3.44 7.39 -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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