Consolidated Returns as of 30 June 2024
Holding the Larry Swedroe Eliminate Fat Tails Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~40 years), the longest period with a negative return lasted 39 months (from February 2021 to April 2024).
This means that every rolling period of 40 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Larry Swedroe Eliminate Fat Tails 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
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The annualized return of the last 10 years has been 2.81% (updated at Jun 30, 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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.97% |
+32.01%
Jan 1991 - Dec 1991 |
-16.84%
Mar 2008 - Feb 2009 |
14.47%
67 out of 463 |
US Inflation Adjusted | +4.20% |
+28.19%
Jan 1991 - Dec 1991 |
-17.98%
Oct 2021 - Sep 2022 |
23.76%
110 out of 463 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.80% |
+20.95%
Oct 1990 - Sep 1992 |
-4.90%
Nov 2021 - Oct 2023 |
7.98%
36 out of 451 |
US Inflation Adjusted | +3.94% |
+17.20%
Oct 1990 - Sep 1992 |
-9.84%
Nov 2021 - Oct 2023 |
15.08%
68 out of 451 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.33% |
+20.50%
Nov 1990 - Oct 1993 |
-0.99%
Mar 2006 - Feb 2009 |
2.05%
9 out of 439 |
US Inflation Adjusted | +3.67% |
+17.04%
Nov 1990 - Oct 1993 |
-5.91%
May 2021 - Apr 2024 |
9.57%
42 out of 439 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.45% |
+18.02%
Jan 1988 - Dec 1991 |
+0.73%
Mar 2012 - Feb 2016 |
0.00%
0 out of 427 |
US Inflation Adjusted | +3.81% |
+13.02%
Feb 1990 - Jan 1994 |
-3.15%
Nov 2019 - Oct 2023 |
7.03%
30 out of 427 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.59% |
+17.49%
Jan 1989 - Dec 1993 |
+1.55%
Oct 2017 - Sep 2022 |
0.00%
0 out of 415 |
US Inflation Adjusted | +4.09% |
+13.06%
Jan 1989 - Dec 1993 |
-2.15%
Oct 2018 - Sep 2023 |
6.27%
26 out of 415 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.83% |
+16.83%
Jan 1988 - Dec 1993 |
+1.67%
Nov 2017 - Oct 2023 |
0.00%
0 out of 403 |
US Inflation Adjusted | +4.25% |
+12.34%
Jan 1988 - Dec 1993 |
-2.01%
Nov 2017 - Oct 2023 |
5.71%
23 out of 403 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.87% |
+13.98%
Nov 1987 - Oct 1994 |
+1.81%
Apr 2013 - Mar 2020 |
0.00%
0 out of 391 |
US Inflation Adjusted | +4.31% |
+10.08%
Oct 1990 - Sep 1997 |
-0.88%
Nov 2016 - Oct 2023 |
4.60%
18 out of 391 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.01% |
+13.71%
Jan 1988 - Dec 1995 |
+2.15%
Apr 2012 - Mar 2020 |
0.00%
0 out of 379 |
US Inflation Adjusted | +4.44% |
+9.72%
Jan 1988 - Dec 1995 |
-0.52%
Jun 2015 - May 2023 |
3.96%
15 out of 379 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.22% |
+13.91%
Jan 1985 - Dec 1993 |
+2.22%
Nov 2014 - Oct 2023 |
0.00%
0 out of 367 |
US Inflation Adjusted | +4.62% |
+9.85%
Jan 1985 - Dec 1993 |
-0.68%
Nov 2014 - Oct 2023 |
5.18%
19 out of 367 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.21% |
+12.51%
Dec 1987 - Nov 1997 |
+2.25%
Nov 2013 - Oct 2023 |
0.00%
0 out of 355 |
US Inflation Adjusted | +4.64% |
+8.78%
Dec 1987 - Nov 1997 |
-0.52%
Nov 2013 - Oct 2023 |
2.54%
9 out of 355 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.19% |
+12.21%
Jan 1985 - Dec 1995 |
+2.44%
Nov 2012 - Oct 2023 |
0.00%
0 out of 343 |
US Inflation Adjusted | +4.64% |
+8.42%
Jan 1985 - Dec 1995 |
-0.16%
Nov 2012 - Oct 2023 |
0.87%
3 out of 343 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.99% |
+11.80%
Jan 1985 - Dec 1996 |
+2.67%
Nov 2011 - Oct 2023 |
0.00%
0 out of 331 |
US Inflation Adjusted | +4.51% |
+8.07%
Jan 1988 - Dec 1999 |
+0.10%
Nov 2011 - Oct 2023 |
0.00%
0 out of 331 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.98% |
+11.46%
Jan 1985 - Dec 1997 |
+2.74%
Nov 2010 - Oct 2023 |
0.00%
0 out of 319 |
US Inflation Adjusted | +4.40% |
+7.87%
Apr 1985 - Mar 1998 |
+0.10%
Nov 2010 - Oct 2023 |
0.00%
0 out of 319 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.88% |
+10.74%
Jan 1985 - Dec 1998 |
+3.29%
May 2010 - Apr 2024 |
0.00%
0 out of 307 |
US Inflation Adjusted | +4.35% |
+7.29%
May 1985 - Apr 1999 |
+0.63%
May 2010 - Apr 2024 |
0.00%
0 out of 307 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.82% |
+10.87%
Jan 1985 - Dec 1999 |
+2.94%
Nov 2007 - Oct 2022 |
0.00%
0 out of 295 |
US Inflation Adjusted | +4.28% |
+7.45%
Jan 1985 - Dec 1999 |
+0.54%
Nov 2007 - Oct 2022 |
0.00%
0 out of 295 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.77% |
+10.41%
Jan 1985 - Dec 2000 |
+2.83%
Nov 2007 - Oct 2023 |
0.00%
0 out of 283 |
US Inflation Adjusted | +4.25% |
+7.18%
Jan 1988 - Dec 2003 |
+0.38%
Nov 2007 - Oct 2023 |
0.00%
0 out of 283 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.79% |
+10.40%
Dec 1987 - Nov 2004 |
+3.49%
Nov 2006 - Oct 2023 |
0.00%
0 out of 271 |
US Inflation Adjusted | +4.29% |
+7.16%
Jan 1988 - Dec 2004 |
+0.96%
Nov 2006 - Oct 2023 |
0.00%
0 out of 271 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.71% |
+10.29%
Dec 1987 - Nov 2005 |
+3.77%
May 2006 - Apr 2024 |
0.00%
0 out of 259 |
US Inflation Adjusted | +4.21% |
+7.03%
Dec 1987 - Nov 2005 |
+1.23%
May 2006 - Apr 2024 |
0.00%
0 out of 259 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.72% |
+10.27%
Dec 1987 - Nov 2006 |
+4.12%
Nov 2004 - Oct 2023 |
0.00%
0 out of 247 |
US Inflation Adjusted | +4.21% |
+7.06%
Dec 1987 - Nov 2006 |
+1.53%
Nov 2004 - Oct 2023 |
0.00%
0 out of 247 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.69% |
+10.32%
Dec 1987 - Nov 2007 |
+4.34%
Nov 2003 - Oct 2023 |
0.00%
0 out of 235 |
US Inflation Adjusted | +4.21% |
+7.06%
Nov 1987 - Oct 2007 |
+1.72%
Nov 2003 - Oct 2023 |
0.00%
0 out of 235 |
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To obtain comprehensive information, please consult the Larry Swedroe Eliminate Fat Tails Portfolio: ETF allocation and returns page.