Betterment Robo Advisor 10 Portfolio: ETF allocation and returns

Data Source: from January 1985 to November 2023 (~39 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.45%
1 Day
Dec 01 2023
0.45%
Current Month
December 2023

The Betterment Robo Advisor 10 Portfolio is a Low Risk portfolio and can be implemented with 12 ETFs.

It's exposed for 9.9% on the Stock Market.

In the last 30 Years, the Betterment Robo Advisor 10 Portfolio obtained a 4.07% compound annual return, with a 2.56% standard deviation.

Table of contents

Asset Allocation and ETFs

The Betterment Robo Advisor 10 Portfolio has the following asset allocation:

9.9% Stocks
90.1% Fixed Income
0% Commodities

The Betterment Robo Advisor 10 Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
3.20
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
2.80
EFA
USD iShares MSCI EAFE Equity, EAFE, Large Cap
1.90
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
0.90
VTV
USD Vanguard Value Equity, U.S., Large Cap, Value
0.60
IJS
USD iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
0.50
VOE
USD Vanguard Mid-Cap Value Equity, U.S., Mid Cap
61.40
SHY
USD iShares 1-3 Year Treasury Bond Bond, U.S., Short Term
15.40
BSV
USD Vanguard Short-Term Bond Bond, U.S., Short Term
4.90
BNDX
USD Vanguard Total International Bond Bond, Developed Markets, All-Term
3.80
BND
USD Vanguard Total Bond Market Bond, U.S., All-Term
2.90
EMB
USD iShares JP Morgan USD Em Mkts Bd Bond, Emerging Markets, All-Term
1.70
TIP
USD iShares TIPS Bond Bond, U.S., All-Term

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Nov 30, 2023

The Betterment Robo Advisor 10 Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: December 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
BETTERMENT ROBO ADVISOR 10 PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Nov 30, 2023
  1 Day Time ET(*) Dec 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Betterment Robo Advisor 10 Portfolio 0.45 0.45 2.33 1.98 3.36 1.79 1.65 4.07 5.53
US Inflation Adjusted return 2.33 0.80 0.02 -2.19 -1.13 1.51 2.66
Components
VTI
USD Vanguard Total Stock Market 0.84 Dec 01 2023 0.84 9.42 10.04 12.72 11.71 11.16 9.90 11.00
EFA
USD iShares MSCI EAFE 1.05 Dec 01 2023 1.05 8.22 4.37 10.33 5.92 3.86 5.03 7.66
EEM
USD iShares MSCI Emerging Markets 0.43 Dec 01 2023 0.43 7.79 4.40 2.42 1.46 1.42 4.65 8.63
VTV
USD Vanguard Value 0.89 Dec 01 2023 0.89 6.68 7.69 0.61 8.52 9.41 9.12 10.72
IJS
USD iShares S&P Small-Cap 600 Value 3.28 Dec 01 2023 3.28 9.07 4.59 -5.38 5.50 6.78 10.07 11.60
VOE
USD Vanguard Mid-Cap Value 1.71 Dec 01 2023 1.71 8.65 8.38 -1.54 7.45 8.10 10.33 11.68
SHY
USD iShares 1-3 Year Treasury Bond 0.29 Dec 01 2023 0.29 1.05 1.53 2.96 1.04 0.77 3.00 4.33
BSV
USD Vanguard Short-Term Bond 0.38 Dec 01 2023 0.38 1.78 1.36 3.24 1.39 1.16 3.51 4.85
BNDX
USD Vanguard Total International Bond 0.60 Dec 01 2023 0.60 3.43 1.56 2.49 0.52 2.06 4.69 6.57
BND
USD Vanguard Total Bond Market 0.82 Dec 01 2023 0.82 4.54 -0.60 0.97 0.72 1.33 4.12 5.68
EMB
USD iShares JP Morgan USD Em Mkts Bd 1.53 Dec 01 2023 1.53 6.23 3.86 4.00 0.79 2.25 8.75 9.37
TIP
USD iShares TIPS Bond 0.51 Dec 01 2023 0.51 2.77 -1.03 -0.52 2.25 1.70 4.90 6.69
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023. Waiting for updates, inflation of Nov 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.35% , 5Y: 4.07% , 10Y: 2.82% , 30Y: 2.52%
Live update: World Markets and Indexes

In 2022, the Betterment Robo Advisor 10 Portfolio granted a 1.52% dividend yield. If you are interested in getting periodic income, please refer to the Betterment Robo Advisor 10 Portfolio: Dividend Yield page.

Capital Growth as of Nov 30, 2023

An investment of 1$, since December 1993, now would be worth 3.31$, with a total return of 231.16% (4.07% annualized).

The Inflation Adjusted Capital now would be 1.57$, with a net total return of 56.93% (1.51% annualized).
An investment of 1$, since January 1985, now would be worth 8.12$, with a total return of 712.21% (5.53% annualized).

The Inflation Adjusted Capital now would be 2.78$, with a net total return of 177.98% (2.66% annualized).
Readings that may interest you

Portfolio Metrics as of Nov 30, 2023

Metrics of Betterment Robo Advisor 10 Portfolio, updated as of 30 November 2023.

Metrics are calculated based on monthly returns, assuming:
BETTERMENT ROBO ADVISOR 10 PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Swipe left to see all data
Metrics as of Nov 30, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) 2.33 1.22 1.98 3.36 -0.50 1.79 1.65 2.84 4.07 5.53
Infl. Adjusted Return (%) details 2.33 1.01 0.80 0.02 -5.90 -2.19 -1.13 0.24 1.51 2.66
US Inflation (%) 0.00 0.21 1.17 3.35 5.74 4.07 2.82 2.59 2.52 2.79
Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -1.47 -8.91 -8.91 -8.91 -8.91 -8.91 -8.91
Start to Recovery (# months) details 2 27* 27* 27* 27* 27* 27*
Start (yyyy mm) 2023 02 2021 09 2021 09 2021 09 2021 09 2021 09 2021 09
Start to Bottom (# months) 1 13 13 13 13 13 13
Bottom (yyyy mm) 2023 02 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 1 14 14 14 14 14 14
End (yyyy mm) 2023 03 - - - - - -
Longest Drawdown Depth (%) -1.29
same as
deepest
same as
deepest
same as
deepest
same as
deepest
same as
deepest
same as
deepest
Start to Recovery (# months) details 4
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2021 09 2021 09 2021 09
Start to Bottom (# months) 3 13 13 13 13 13 13
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 1 14 14 14 14 14 14
End (yyyy mm) 2023 11 - - - - - -
Longest negative period (# months) details 9 36* 45 45 45 45 45
Period Start (yyyy mm) 2023 02 2020 12 2020 02 2020 02 2020 02 2020 02 2020 02
Period End (yyyy mm) 2023 10 2023 11 2023 10 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -0.42 -0.50 -0.10 -0.10 -0.10 -0.10 -0.10
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -3.07 -19.07 -19.07 -19.07 -19.07 -19.07 -19.07
Start to Recovery (# months) details 10* 35* 35* 35* 35* 35* 35*
Start (yyyy mm) 2023 02 2021 01 2021 01 2021 01 2021 01 2021 01 2021 01
Start to Bottom (# months) 9 34 34 34 34 34 34
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 1 1 1 1 1 1 1
End (yyyy mm) - - - - - - -
Longest Drawdown Depth (%)
same as
deepest
same as
deepest
same as
deepest		 -3.28 -3.28 -3.28 -3.28
Start to Recovery (# months) details 53 53 53 53
Start (yyyy mm) 2023 02 2021 01 2021 01 2015 02 2015 02 2015 02 2015 02
Start to Bottom (# months) 9 34 34 45 45 45 45
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2018 10 2018 10 2018 10 2018 10
Bottom to End (# months) 1 1 1 8 8 8 8
End (yyyy mm) - - - 2019 06 2019 06 2019 06 2019 06
Longest negative period (# months) details 11 36* 60* 120* 205 205 205
Period Start (yyyy mm) 2022 12 2020 12 2018 12 2013 12 2006 10 2006 10 2006 10
Period End (yyyy mm) 2023 10 2023 11 2023 11 2023 11 2023 10 2023 10 2023 10
Annualized Return (%) -2.46 -5.90 -2.19 -1.13 -0.01 -0.01 -0.01
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 3.93 3.73 3.26 2.51 2.47 2.56 2.90
Sharpe Ratio -0.38 -0.65 0.04 0.24 0.63 0.71 0.53
Sortino Ratio -0.60 -0.92 0.05 0.33 0.84 0.97 0.76
Ulcer Index 0.67 4.50 3.51 2.51 1.85 1.58 1.40
Ratio: Return / Standard Deviation 0.86 -0.13 0.55 0.66 1.15 1.59 1.91
Ratio: Return / Deepest Drawdown 2.29 -0.06 0.20 0.19 0.32 0.46 0.62
% Positive Months details 50% 50% 65% 65% 72% 74% 75%
Positive Months 6 18 39 79 173 268 351
Negative Months 6 18 21 41 67 92 116
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 1.65 4.04 7.10 9.53
Worst 10 Years Return (%) - Annualized 1.33 1.33 1.33
Best 10 Years Return (%) - Annualized -1.13 1.81 4.56 5.73
Worst 10 Years Return (%) - Annualized -1.32 -1.32 -1.32
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 14.22 9.22 8.12 7.10 5.41 4.07
Worst Rolling Return (%) - Annualized -8.27 -0.80 0.74 1.33 2.74
% Positive Periods 91% 96% 100% 100% 100% 100%
Best Rolling Return (%) - Annualized 11.39 6.53 5.61 4.56 3.06 1.51
Worst Rolling Return (%) - Annualized -15.22 -6.19 -2.96 -1.32 0.16
% Positive Periods 75% 88% 91% 90% 100% 100%
Over all the available data source (Jan 1985 - Nov 2023)
Best Rolling Return (%) - Annualized 21.16 12.35 11.21 9.53 8.25 6.71
Worst Rolling Return (%) - Annualized -8.27 -0.80 0.74 1.33 2.74 3.97
% Positive Periods 93% 96% 100% 100% 100% 100%
Best Rolling Return (%) - Annualized 18.49 8.86 7.27 5.73 5.10 3.90
Worst Rolling Return (%) - Annualized -15.22 -6.19 -2.96 -1.32 0.16 1.41
% Positive Periods 79% 91% 93% 93% 100% 100%
WITHDRAWAL RATES (WR)
1Y 3Y 5Y 10Y 20Y 30Y MAX
Safe WR (%) 30.79 20.03 10.05 5.66 4.95 6.01
Perpetual WR (%) 0.00 0.00 0.00 0.24 1.49 2.59
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
Asset
VTI
EFA
EEM
VTV
IJS
VOE
SHY
BSV
BNDX
BND
EMB
TIP
VTI
-
0.89
0.87
0.90
0.87
0.89
0.39
0.57
0.82
0.80
0.94
0.76
EFA
0.89
-
0.92
0.88
0.83
0.89
0.52
0.69
0.74
0.88
0.94
0.84
EEM
0.87
0.92
-
0.83
0.81
0.83
0.54
0.68
0.69
0.82
0.92
0.77
VTV
0.90
0.88
0.83
-
0.85
0.96
0.31
0.47
0.60
0.69
0.89
0.65
IJS
0.87
0.83
0.81
0.85
-
0.95
0.08
0.28
0.52
0.58
0.80
0.51
VOE
0.89
0.89
0.83
0.96
0.95
-
0.19
0.37
0.56
0.65
0.87
0.58
SHY
0.39
0.52
0.54
0.31
0.08
0.19
-
0.97
0.73
0.80
0.58
0.83
BSV
0.57
0.69
0.68
0.47
0.28
0.37
0.97
-
0.83
0.92
0.74
0.92
BNDX
0.82
0.74
0.69
0.60
0.52
0.56
0.73
0.83
-
0.89
0.82
0.90
BND
0.80
0.88
0.82
0.69
0.58
0.65
0.80
0.92
0.89
-
0.91
0.95
EMB
0.94
0.94
0.92
0.89
0.80
0.87
0.58
0.74
0.82
0.91
-
0.85
TIP
0.76
0.84
0.77
0.65
0.51
0.58
0.83
0.92
0.90
0.95
0.85
-
Asset
VTI
EFA
EEM
VTV
IJS
VOE
SHY
BSV
BNDX
BND
EMB
TIP
VTI
-
0.90
0.75
0.93
0.88
0.93
0.08
0.30
0.53
0.48
0.75
0.60
EFA
0.90
-
0.85
0.90
0.85
0.90
0.18
0.41
0.52
0.53
0.82
0.57
EEM
0.75
0.85
-
0.72
0.75
0.75
0.20
0.40
0.45
0.52
0.80
0.47
VTV
0.93
0.90
0.72
-
0.91
0.97
-0.05
0.15
0.35
0.31
0.67
0.45
IJS
0.88
0.85
0.75
0.91
-
0.95
-0.11
0.11
0.33
0.27
0.62
0.39
VOE
0.93
0.90
0.75
0.97
0.95
-
-0.06
0.17
0.40
0.35
0.72
0.47
SHY
0.08
0.18
0.20
-0.05
-0.11
-0.06
-
0.94
0.63
0.76
0.30
0.62
BSV
0.30
0.41
0.40
0.15
0.11
0.17
0.94
-
0.81
0.91
0.57
0.78
BNDX
0.53
0.52
0.45
0.35
0.33
0.40
0.63
0.81
-
0.89
0.72
0.84
BND
0.48
0.53
0.52
0.31
0.27
0.35
0.76
0.91
0.89
-
0.73
0.85
EMB
0.75
0.82
0.80
0.67
0.62
0.72
0.30
0.57
0.72
0.73
-
0.67
TIP
0.60
0.57
0.47
0.45
0.39
0.47
0.62
0.78
0.84
0.85
0.67
-
Asset
VTI
EFA
EEM
VTV
IJS
VOE
SHY
BSV
BNDX
BND
EMB
TIP
VTI
-
0.87
0.71
0.93
0.86
0.93
0.01
0.21
0.41
0.37
0.68
0.47
EFA
0.87
-
0.82
0.86
0.76
0.86
0.10
0.29
0.37
0.41
0.76
0.47
EEM
0.71
0.82
-
0.68
0.64
0.70
0.15
0.31
0.32
0.41
0.75
0.42
VTV
0.93
0.86
0.68
-
0.88
0.96
-0.11
0.07
0.26
0.21
0.60
0.33
IJS
0.86
0.76
0.64
0.88
-
0.93
-0.14
0.04
0.24
0.18
0.53
0.29
VOE
0.93
0.86
0.70
0.96
0.93
-
-0.11
0.10
0.33
0.28
0.66
0.38
SHY
0.01
0.10
0.15
-0.11
-0.14
-0.11
-
0.94
0.60
0.76
0.30
0.62
BSV
0.21
0.29
0.31
0.07
0.04
0.10
0.94
-
0.77
0.91
0.55
0.77
BNDX
0.41
0.37
0.32
0.26
0.24
0.33
0.60
0.77
-
0.87
0.66
0.79
BND
0.37
0.41
0.41
0.21
0.18
0.28
0.76
0.91
0.87
-
0.70
0.84
EMB
0.68
0.76
0.75
0.60
0.53
0.66
0.30
0.55
0.66
0.70
-
0.65
TIP
0.47
0.47
0.42
0.33
0.29
0.38
0.62
0.77
0.79
0.84
0.65
-
Asset
VTI
EFA
EEM
VTV
IJS
VOE
SHY
BSV
BNDX
BND
EMB
TIP
VTI
-
0.84
0.75
0.94
0.86
0.89
-0.14
0.09
0.16
0.16
0.58
0.20
EFA
0.84
-
0.81
0.82
0.74
0.79
-0.13
0.13
0.18
0.17
0.59
0.21
EEM
0.75
0.81
-
0.71
0.67
0.70
-0.09
0.13
0.16
0.15
0.67
0.19
VTV
0.94
0.82
0.71
-
0.85
0.94
-0.15
0.07
0.12
0.11
0.56
0.16
IJS
0.86
0.74
0.67
0.85
-
0.90
-0.17
0.02
0.11
0.07
0.50
0.13
VOE
0.89
0.79
0.70
0.94
0.90
-
-0.16
0.08
0.17
0.14
0.56
0.21
SHY
-0.14
-0.13
-0.09
-0.15
-0.17
-0.16
-
0.80
0.48
0.73
0.14
0.62
BSV
0.09
0.13
0.13
0.07
0.02
0.08
0.80
-
0.58
0.89
0.48
0.74
BNDX
0.16
0.18
0.16
0.12
0.11
0.17
0.48
0.58
-
0.67
0.36
0.61
BND
0.16
0.17
0.15
0.11
0.07
0.14
0.73
0.89
0.67
-
0.50
0.83
EMB
0.58
0.59
0.67
0.56
0.50
0.56
0.14
0.48
0.36
0.50
-
0.44
TIP
0.20
0.21
0.19
0.16
0.13
0.21
0.62
0.74
0.61
0.83
0.44
-
Asset
VTI
EFA
EEM
VTV
IJS
VOE
SHY
BSV
BNDX
BND
EMB
TIP
VTI
-
0.72
0.71
0.94
0.87
0.91
-0.04
0.13
0.20
0.20
0.56
0.23
EFA
0.72
-
0.66
0.71
0.65
0.68
0.00
0.16
0.21
0.20
0.53
0.22
EEM
0.71
0.66
-
0.68
0.64
0.67
0.02
0.17
0.20
0.19
0.62
0.21
VTV
0.94
0.71
0.68
-
0.86
0.94
-0.03
0.13
0.18
0.18
0.55
0.21
IJS
0.87
0.65
0.64
0.86
-
0.91
-0.10
0.06
0.14
0.11
0.49
0.14
VOE
0.91
0.68
0.67
0.94
0.91
-
-0.06
0.13
0.21
0.19
0.55
0.23
SHY
-0.04
0.00
0.02
-0.03
-0.10
-0.06
-
0.86
0.60
0.79
0.22
0.71
BSV
0.13
0.16
0.17
0.13
0.06
0.13
0.86
-
0.66
0.90
0.48
0.78
BNDX
0.20
0.21
0.20
0.18
0.14
0.21
0.60
0.66
-
0.74
0.43
0.72
BND
0.20
0.20
0.19
0.18
0.11
0.19
0.79
0.90
0.74
-
0.52
0.88
EMB
0.56
0.53
0.62
0.55
0.49
0.55
0.22
0.48
0.43
0.52
-
0.48
TIP
0.23
0.22
0.21
0.21
0.14
0.23
0.71
0.78
0.72
0.88
0.48
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

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.

BETTERMENT ROBO ADVISOR 10 PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-8.91% Sep 2021 Sep 2022 13 in progress 14 27 5.18
-3.55% Apr 2008 Oct 2008 7 May 2009 7 14 1.66
-3.17% Feb 1994 Jun 1994 5 Feb 1995 8 13 2.21
-1.68% Apr 2004 Apr 2004 1 Sep 2004 5 6 1.11
-1.48% Aug 2011 Sep 2011 2 Jan 2012 4 6 0.60
-1.31% May 2013 Jun 2013 2 Oct 2013 4 6 0.73
-1.19% Mar 2020 Mar 2020 1 Apr 2020 1 2 0.69
-1.18% May 2015 Dec 2015 8 Mar 2016 3 11 0.76
-1.05% Aug 1998 Aug 1998 1 Sep 1998 1 2 0.61
-1.03% Oct 2016 Nov 2016 2 Feb 2017 3 5 0.55
-1.00% Feb 1999 Feb 1999 1 Mar 1999 1 2 0.58
-0.91% Sep 2018 Oct 2018 2 Jan 2019 3 5 0.42
-0.85% May 2012 May 2012 1 Jul 2012 2 3 0.45
-0.84% May 1999 May 1999 1 Sep 1999 4 5 0.39
-0.77% Feb 1996 Feb 1996 1 Jun 1996 4 5 0.50
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-19.07% Jan 2021 Oct 2023 34 in progress 1 35 13.33
-5.67% Mar 2008 Oct 2008 8 Dec 2008 2 10 3.36
-4.84% Feb 1994 Nov 1994 10 May 1995 6 16 3.47
-3.99% Jan 2009 Feb 2009 2 Jul 2009 5 7 2.06
-3.28% Feb 2015 Oct 2018 45 Jun 2019 8 53 1.51
-3.28% Nov 2010 Sep 2011 11 Dec 2012 15 26 1.49
-2.78% Jan 2005 Oct 2005 10 Sep 2006 11 21 1.27
-2.74% Mar 2004 May 2004 3 Dec 2004 7 10 1.77
-1.76% Jan 2013 Jun 2013 6 Oct 2013 4 10 0.94
-1.73% Feb 1996 Apr 1996 3 Sep 1996 5 8 1.19
-1.36% Jan 2003 Mar 2003 3 Apr 2003 1 4 0.77
-1.21% Feb 2020 Mar 2020 2 Apr 2020 1 3 0.62
-1.18% Aug 1998 Aug 1998 1 Sep 1998 1 2 0.68
-1.12% Feb 1999 Feb 1999 1 Apr 1999 2 3 0.56
-1.02% Dec 1996 Mar 1997 4 May 1997 2 6 0.40
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-8.91% Sep 2021 Sep 2022 13 in progress 14 27 5.18
-3.55% Apr 2008 Oct 2008 7 May 2009 7 14 1.66
-3.17% Feb 1994 Jun 1994 5 Feb 1995 8 13 2.21
-1.68% Apr 2004 Apr 2004 1 Sep 2004 5 6 1.11
-1.52% Aug 1990 Sep 1990 2 Oct 1990 1 3 1.00
-1.48% Aug 2011 Sep 2011 2 Jan 2012 4 6 0.60
-1.32% Sep 1987 Nov 1987 3 Jan 1988 2 5 0.85
-1.31% May 2013 Jun 2013 2 Oct 2013 4 6 0.73
-1.24% Apr 1987 May 1987 2 Jul 1987 2 4 0.70
-1.19% Mar 2020 Mar 2020 1 Apr 2020 1 2 0.69
-1.18% May 2015 Dec 2015 8 Mar 2016 3 11 0.76
-1.17% Sep 1986 Sep 1986 1 Nov 1986 2 3 0.60
-1.12% Oct 1992 Oct 1992 1 Dec 1992 2 3 0.72
-1.05% Aug 1998 Aug 1998 1 Sep 1998 1 2 0.61
-1.03% Oct 2016 Nov 2016 2 Feb 2017 3 5 0.55
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-19.07% Jan 2021 Oct 2023 34 in progress 1 35 13.33
-5.67% Mar 2008 Oct 2008 8 Dec 2008 2 10 3.36
-4.84% Feb 1994 Nov 1994 10 May 1995 6 16 3.47
-3.99% Jan 2009 Feb 2009 2 Jul 2009 5 7 2.06
-3.46% Mar 1987 Nov 1987 9 Feb 1988 3 12 2.04
-3.28% Feb 2015 Oct 2018 45 Jun 2019 8 53 1.51
-3.28% Nov 2010 Sep 2011 11 Dec 2012 15 26 1.49
-3.23% Aug 1990 Sep 1990 2 Dec 1990 3 5 1.89
-3.15% Jan 1990 Apr 1990 4 Jul 1990 3 7 1.83
-2.78% Jan 2005 Oct 2005 10 Sep 2006 11 21 1.27
-2.74% Mar 2004 May 2004 3 Dec 2004 7 10 1.77
-1.93% Jan 1992 Mar 1992 3 May 1992 2 5 1.03
-1.76% Jan 2013 Jun 2013 6 Oct 2013 4 10 0.94
-1.73% Feb 1996 Apr 1996 3 Sep 1996 5 8 1.19
-1.62% Sep 1986 Sep 1986 1 Dec 1986 3 4 0.82

Rolling Returns

( more details)

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.

BETTERMENT ROBO ADVISOR 10 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
 Latest Negative
Periods
Ann.
Return		 From
To		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 From
To		 Growth
of 1$
1Y -8.27 10/2021
09/2022 		0.91$ 1.19 1.01$ 4.37 1.04$ 7.51 1.07$ 14.22 01/1995
12/1995 		1.14$ 3.36 8.02%
2Y -2.96 01/2021
12/2022 		0.94$ 1.79 1.03$ 4.33 1.08$ 6.98 1.14$ 10.43 12/1994
11/1996 		1.21$ -1.38 5.93%
3Y -0.80 11/2020
10/2023 		0.97$ 1.75 1.05$ 4.28 1.13$ 6.72 1.21$ 9.22 01/1995
12/1997 		1.30$ -0.50 4.00%
5Y 0.74 10/2017
09/2022 		1.03$ 1.91 1.09$ 4.25 1.23$ 6.56 1.37$ 8.12 01/1995
12/1999 		1.47$ 1.79 0.00%
7Y 1.24 11/2015
10/2022 		1.08$ 2.13 1.15$ 4.32 1.34$ 6.34 1.53$ 7.81 12/1994
11/2001 		1.69$ 1.79 0.00%
10Y 1.33 10/2012
09/2022 		1.14$ 2.51 1.28$ 4.03 1.48$ 6.02 1.79$ 7.10 01/1995
12/2004 		1.98$ 1.65 0.00%
15Y 1.99 03/2008
02/2023 		1.34$ 3.11 1.58$ 3.91 1.77$ 5.68 2.28$ 6.33 12/1994
11/2009 		2.51$ 2.38 0.00%
20Y 2.74 11/2003
10/2023 		1.71$ 3.19 1.87$ 4.05 2.21$ 5.07 2.69$ 5.41 07/1994
06/2014 		2.87$ 2.84 0.00%
30Y 4.07 12/1993
11/2023 		3.31$ 4.07 3.31$ 4.07 3.31$ 4.07 3.31$ 4.07 12/1993
11/2023 		3.31$ 4.07 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
 Latest Negative
Periods
Ann.
Return		 From
To		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 From
To		 Growth
of 1$
1Y -15.22 10/2021
09/2022 		0.84$ -1.21 0.98$ 2.07 1.02$ 4.93 1.04$ 11.39 01/1995
12/1995 		1.11$ 0.02 24.36%
2Y -9.12 10/2020
09/2022 		0.82$ 0.01 1.00$ 1.88 1.03$ 4.48 1.09$ 7.29 12/1994
11/1996 		1.15$ -6.26 14.84%
3Y -6.19 10/2020
09/2023 		0.82$ 0.28 1.00$ 1.86 1.05$ 4.23 1.13$ 6.53 01/1995
12/1997 		1.20$ -5.90 11.08%
5Y -2.96 11/2017
10/2022 		0.86$ 0.35 1.01$ 1.89 1.09$ 4.09 1.22$ 5.61 01/1995
12/1999 		1.31$ -2.19 8.31%
7Y -2.12 10/2016
09/2023 		0.86$ 0.41 1.02$ 1.93 1.14$ 3.84 1.30$ 5.28 01/1995
12/2001 		1.43$ -1.68 8.30%
10Y -1.32 11/2013
10/2023 		0.87$ 0.74 1.07$ 1.70 1.18$ 3.43 1.40$ 4.56 01/1995
12/2004 		1.56$ -1.13 9.13%
15Y -0.37 03/2008
02/2023 		0.94$ 0.98 1.15$ 1.84 1.31$ 3.16 1.59$ 3.75 12/1994
11/2009 		1.73$ -0.11 8.84%
20Y 0.16 11/2003
10/2023 		1.03$ 0.66 1.14$ 1.87 1.44$ 2.71 1.70$ 3.06 02/1995
01/2015 		1.82$ 0.24 0.00%
30Y 1.51 12/1993
11/2023 		1.56$ 1.51 1.56$ 1.51 1.56$ 1.51 1.56$ 1.51 12/1993
11/2023 		1.56$ 1.51 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
 Latest Negative
Periods
Ann.
Return		 From
To		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 From
To		 Growth
of 1$
1Y -8.27 10/2021
09/2022 		0.91$ 1.65 1.01$ 5.10 1.05$ 9.62 1.09$ 21.16 04/1985
03/1986 		1.21$ 3.36 6.14%
2Y -2.96 01/2021
12/2022 		0.94$ 2.07 1.04$ 5.40 1.11$ 8.90 1.18$ 16.09 03/1985
02/1987 		1.34$ -1.38 4.50%
3Y -0.80 11/2020
10/2023 		0.97$ 2.19 1.06$ 5.20 1.16$ 8.54 1.27$ 12.35 01/1989
12/1991 		1.41$ -0.50 3.01%
5Y 0.74 10/2017
09/2022 		1.03$ 2.03 1.10$ 5.26 1.29$ 8.65 1.51$ 11.21 01/1985
12/1989 		1.70$ 1.79 0.00%
7Y 1.24 11/2015
10/2022 		1.08$ 2.29 1.17$ 5.56 1.46$ 8.59 1.78$ 11.28 01/1985
12/1991 		2.11$ 1.79 0.00%
10Y 1.33 10/2012
09/2022 		1.14$ 2.58 1.29$ 5.43 1.69$ 8.17 2.19$ 9.53 03/1985
02/1995 		2.48$ 1.65 0.00%
15Y 1.99 03/2008
02/2023 		1.34$ 3.31 1.62$ 5.40 2.20$ 7.85 3.10$ 8.98 01/1985
12/1999 		3.63$ 2.38 0.00%
20Y 2.74 11/2003
10/2023 		1.71$ 3.76 2.09$ 5.33 2.82$ 7.20 4.01$ 8.25 01/1985
12/2004 		4.88$ 2.84 0.00%
30Y 3.97 11/1993
10/2023 		3.21$ 4.30 3.53$ 5.40 4.84$ 5.97 5.70$ 6.71 01/1985
12/2014 		7.01$ 4.07 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
 Latest Negative
Periods
Ann.
Return		 From
To		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 From
To		 Growth
of 1$
1Y -15.22 10/2021
09/2022 		0.84$ -0.60 0.99$ 2.64 1.02$ 6.47 1.06$ 18.49 04/1985
03/1986 		1.18$ 0.02 20.61%
2Y -9.12 10/2020
09/2022 		0.82$ 0.25 1.00$ 2.78 1.05$ 5.53 1.11$ 13.14 03/1985
02/1987 		1.28$ -6.26 11.26%
3Y -6.19 10/2020
09/2023 		0.82$ 0.51 1.01$ 2.67 1.08$ 5.14 1.16$ 8.86 03/1985
02/1988 		1.29$ -5.90 8.33%
5Y -2.96 11/2017
10/2022 		0.86$ 0.52 1.02$ 2.64 1.13$ 4.98 1.27$ 7.27 01/1985
12/1989 		1.42$ -2.19 6.13%
7Y -2.12 10/2016
09/2023 		0.86$ 0.64 1.04$ 2.67 1.20$ 5.09 1.41$ 7.07 01/1985
12/1991 		1.61$ -1.68 5.99%
10Y -1.32 11/2013
10/2023 		0.87$ 0.84 1.08$ 2.84 1.32$ 4.86 1.60$ 5.73 03/1985
02/1995 		1.74$ -1.13 6.32%
15Y -0.37 03/2008
02/2023 		0.94$ 1.26 1.20$ 2.93 1.54$ 4.57 1.95$ 5.63 01/1985
12/1999 		2.27$ -0.11 5.56%
20Y 0.16 11/2003
10/2023 		1.03$ 1.69 1.39$ 2.88 1.76$ 4.02 2.20$ 5.10 01/1985
12/2004 		2.70$ 0.24 0.00%
30Y 1.41 11/1993
10/2023 		1.52$ 1.76 1.68$ 2.91 2.36$ 3.22 2.58$ 3.90 03/1985
02/2015 		3.15$ 1.51 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Betterment Robo Advisor 10 Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Betterment Robo Advisor 10 Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.48
60%
-0.40
40%
0.06
60%
0.23
80%
0.19
80%
0.09
60%
0.62
100%
-0.09
60%
-0.84
20%
0.15
60%
1.10
80%
0.25
80%
Best 1.8
2023 		0.3
2019 		1.8
2023 		1.4
2020 		0.6
2020 		1.3
2019 		1.3
2022 		0.7
2019 		0.1
2019 		0.5
2019 		2.3
2023 		0.7
2020
Worst -1.2
2022 		-1.5
2023 		-1.3
2022 		-1.7
2022 		-0.6
2023 		-1.6
2022 		0.0
2019 		-1.5
2022 		-2.4
2022 		-0.2
2023 		-0.4
2021 		-0.5
2022
Monthly Seasonality over the period Feb 1985 - Nov 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.36
70%
-0.12
60%
0.20
80%
0.21
80%
0.21
70%
0.11
50%
0.44
90%
-0.01
60%
-0.47
30%
0.09
60%
0.55
70%
0.10
70%
Best 1.8
2023 		0.7
2014 		1.8
2023 		1.4
2020 		0.6
2020 		1.3
2019 		1.3
2022 		0.7
2019 		0.2
2016 		0.7
2015 		2.3
2023 		0.7
2020
Worst -1.2
2022 		-1.5
2023 		-1.3
2022 		-1.7
2022 		-0.6
2023 		-1.6
2022 		-0.2
2014 		-1.5
2022 		-2.4
2022 		-0.8
2018 		-0.6
2016 		-0.5
2022
Monthly Seasonality over the period Feb 1985 - Nov 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.58
77%
0.26
74%
0.32
79%
0.49
79%
0.44
64%
0.44
69%
0.60
87%
0.37
72%
0.27
67%
0.43
72%
0.52
74%
0.72
87%
Best 2.5
1988 		2.4
1986 		2.8
1986 		2.0
1989 		3.3
1985 		2.0
1986 		2.3
1989 		2.5
1986 		2.3
1998 		1.7
1990 		2.3
2023 		3.6
1991
Worst -1.7
2009 		-1.5
2023 		-1.6
1994 		-1.7
2004 		-0.9
2012 		-1.6
2022 		-0.5
2003 		-1.5
2022 		-2.4
2022 		-2.1
2008 		-0.9
1994 		-0.5
2022
Monthly Seasonality over the period Feb 1985 - Nov 2023

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Betterment Robo Advisor 10 Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

BETTERMENT ROBO ADVISOR 10 PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
268 Positive Months (74%) - 92 Negative Months (26%)
351 Positive Months (75%) - 116 Negative Months (25%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2013, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, the series derived from equivalent datasets are:
  • VTI - Vanguard Total Stock Market, up to December 2001
  • EFA - iShares MSCI EAFE, up to December 2001
  • EEM - iShares MSCI Emerging Markets, up to December 2003
  • VTV - Vanguard Value, up to December 2004
  • IJS - iShares S&P Small-Cap 600 Value, up to December 2000
  • VOE - Vanguard Mid-Cap Value, up to December 2006
  • SHY - iShares 1-3 Year Treasury Bond, up to December 2002
  • BSV - Vanguard Short-Term Bond, up to December 2007
  • BNDX - Vanguard Total International Bond, up to December 2013
  • BND - Vanguard Total Bond Market, up to December 2007
  • EMB - iShares JP Morgan USD Em Mkts Bd, up to December 2007
  • TIP - iShares TIPS Bond, up to December 2003

Portfolio efficiency

No other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Robo Advisor 10 Betterment +4.07 2.56 -8.91 9.9 90.1 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Low Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
High Yield Bonds Income +6.42 8.80 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum +6.01 4.94 -17.91 20 80 0
All Country World 20/80 +5.64 5.63 -17.97 20 80 0
Stocks/Bonds 20/80 +5.54 4.90 -16.57 20 80 0
Dimensional Retirement Income Fund DFA +5.36 4.79 -12.91 20.4 79.6 0
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.