Data Source: from January 1985 to May 2023 (~38 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.71%
1 Day
Jun 02 2023
1.47%
Current Month
June 2023
The Betterment Robo Advisor 50 Portfolio is a Medium Risk portfolio and can be implemented with 10 ETFs.
It's exposed for 49.9% on the Stock Market.
In the last 30 Years, the Betterment Robo Advisor 50 Portfolio obtained a 7.29% compound annual return, with a 9.24% standard deviation.
Asset Allocation and ETFs
The Betterment Robo Advisor 50 Portfolio has the following asset allocation:
49.9% Stocks
50.1% Fixed Income
0% Commodities
The Betterment Robo Advisor 50 Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | ETF Name | Investment Themes |
|---|---|---|---|
| 16.20 |
VTI
|
Vanguard Total Stock Market | Equity, U.S., Large Cap |
| 13.70 |
EFA
|
iShares MSCI EAFE | Equity, EAFE, Large Cap |
| 9.00 |
EEM
|
iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap |
| 4.40 |
VTV
|
Vanguard Value | Equity, U.S., Large Cap, Value |
| 3.60 |
VOE
|
Vanguard Mid-Cap Value | Equity, U.S., Mid Cap |
| 3.00 |
IJS
|
iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value |
| 18.40 |
BNDX
|
Vanguard Total International Bond | Bond, Developed Markets, All-Term |
| 14.70 |
BND
|
Vanguard Total Bond Market | Bond, U.S., All-Term |
| 10.70 |
EMB
|
iShares JP Morgan USD Em Mkts Bd | Bond, Emerging Markets, All-Term |
| 6.30 |
TIP
|
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 May 31, 2023
The Betterment Robo Advisor 50 Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
BETTERMENT ROBO ADVISOR 50 PORTFOLIO
Consolidated returns as of 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of May 31, 2023 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Jun 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~38Y) |
||
| Betterment Robo Advisor 50 Portfolio | 0.71 | 1.47 | -1.56 | 0.54 | -1.92 | 3.12 | 4.65 | 7.29 | 9.09 | ||
| US Inflation Adjusted return | -1.56 | -1.33 | -5.50 | -0.67 | 1.93 | 4.66 | 6.13 | ||||
| Components | |||||||||||
|
VTI
|
Vanguard Total Stock Market | 1.65 | Jun 02 2023 | 2.67 | 0.43 | 2.44 | 2.13 | 9.99 | 11.40 | 9.70 | 9.04 |
|
EFA
|
iShares MSCI EAFE | 1.30 | Jun 02 2023 | 2.80 | -4.01 | 5.71 | 3.63 | 3.34 | 4.64 | 4.67 | 7.99 |
|
EEM
|
iShares MSCI Emerging Markets | 1.72 | Jun 02 2023 | 3.53 | -2.40 | -1.90 | -8.29 | -1.39 | 1.39 | 5.57 | 7.36 |
|
VTV
|
Vanguard Value | 1.97 | Jun 02 2023 | 2.64 | -4.12 | -6.58 | -3.93 | 8.08 | 9.73 | 9.03 | 9.87 |
|
VOE
|
Vanguard Mid-Cap Value | 2.54 | Jun 02 2023 | 3.30 | -5.24 | -9.16 | -9.92 | 5.51 | 8.57 | 10.18 | 11.60 |
|
IJS
|
iShares S&P Small-Cap 600 Value | 4.49 | Jun 02 2023 | 5.32 | -3.66 | -9.53 | -8.86 | 3.20 | 8.10 | 10.13 | 12.72 |
|
BNDX
|
Vanguard Total International Bond | -0.39 | Jun 02 2023 | -0.28 | 0.14 | 0.92 | -1.31 | 0.44 | 1.86 | 4.93 | 6.61 |
|
BND
|
Vanguard Total Bond Market | -0.56 | Jun 02 2023 | -0.29 | -1.16 | 1.58 | -2.40 | 0.80 | 1.34 | 4.28 | 4.50 |
|
EMB
|
iShares JP Morgan USD Em Mkts Bd | -0.15 | Jun 02 2023 | 0.51 | -1.18 | 0.13 | -2.77 | -0.43 | 1.53 | 9.01 | 9.39 |
|
TIP
|
iShares TIPS Bond | -0.49 | Jun 02 2023 | -0.33 | -1.71 | 0.52 | -5.71 | 2.20 | 1.42 | 5.21 | 6.80 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023.
Waiting for updates, inflation of May 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.79%
, 5Y: 3.81%
, 10Y: 2.68%
, 30Y: 2.51%
Live update: World Markets and Indexes
In 2022, the Betterment Robo Advisor 50 Portfolio granted a 2.29% dividend yield. If you are interested in getting periodic income, please refer to the Betterment Robo Advisor 50 Portfolio: Dividend Yield page.
Portfolio Metrics as of May 31, 2023
Metrics of Betterment Robo Advisor 50 Portfolio, updated as of 31 May 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
BETTERMENT ROBO ADVISOR 50 PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 May 2023 (~38 years)
Swipe left to see all data
| Metrics as of May 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
| Portfolio Return (%) | -1.56 | 1.14 | 0.54 | -1.92 | 3.32 | 3.12 | 4.65 | 6.59 | 7.29 | 9.09 |
| US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.55 | 2.51 | 2.79 |
| Infl. Adjusted Return (%) | -1.56 | 0.30 | -1.33 | -5.50 | -2.31 | -0.67 | 1.93 | 3.95 | 4.66 | 6.13 |
| Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 14.68 | 10.98 | 11.08 | 8.86 | 9.33 | 9.24 | 9.48 | |||
| Sharpe Ratio | -0.35 | 0.21 | 0.16 | 0.44 | 0.58 | 0.55 | 0.54 | |||
| Sortino Ratio | -0.49 | 0.29 | 0.21 | 0.58 | 0.75 | 0.71 | 0.71 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -11.27 | -20.25 | -20.25 | -20.25 | -30.72 | -30.72 | -30.72 | |||
| Start (yyyy mm) | 2022 06 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 4 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 17
|
> 17
|
> 17
|
30
|
30
|
30
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 38.73 | 21.22 | 18.27 | 14.07 | 12.31 | 10.53 | ||||
| Worst Return (%) | -26.75 | -5.43 | 0.88 | 4.25 | 5.98 | 7.29 | ||||
| % Positive Periods | 83% | 98% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 2 | 3 | 6 | 21 | 37 | 78 | 159 | 232 | 301 |
| Negative | 1 | 1 | 3 | 6 | 15 | 23 | 42 | 81 | 128 | 160 |
| % Positive | 0% | 67% | 50% | 50% | 58% | 62% | 65% | 66% | 64% | 65% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 35.88 | 21.30 | 12.27 | 8.61 | 7.51 | 10.29 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 1.89 | 3.80 | 4.45 | 5.78 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- 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).
- Maximum Drawdown: 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.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative 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).
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.
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 31 May 2023
Swipe left to see all data
| Asset |
VTI
|
EFA
|
EEM
|
VTV
|
VOE
|
IJS
|
BNDX
|
BND
|
EMB
|
TIP
|
|---|---|---|---|---|---|---|---|---|---|---|
|
VTI
|
-
|
0.87
|
0.64
|
0.90
|
0.92
|
0.88
|
0.87
|
0.74
|
0.79
|
0.90
|
|
EFA
|
0.87
|
-
|
0.85
|
0.86
|
0.88
|
0.76
|
0.83
|
0.87
|
0.94
|
0.85
|
|
EEM
|
0.64
|
0.85
|
-
|
0.58
|
0.64
|
0.50
|
0.69
|
0.87
|
0.92
|
0.67
|
|
VTV
|
0.90
|
0.86
|
0.58
|
-
|
0.96
|
0.89
|
0.66
|
0.58
|
0.72
|
0.77
|
|
VOE
|
0.92
|
0.88
|
0.64
|
0.96
|
-
|
0.95
|
0.69
|
0.64
|
0.77
|
0.78
|
|
IJS
|
0.88
|
0.76
|
0.50
|
0.89
|
0.95
|
-
|
0.63
|
0.51
|
0.61
|
0.69
|
|
BNDX
|
0.87
|
0.83
|
0.69
|
0.66
|
0.69
|
0.63
|
-
|
0.89
|
0.80
|
0.90
|
|
BND
|
0.74
|
0.87
|
0.87
|
0.58
|
0.64
|
0.51
|
0.89
|
-
|
0.89
|
0.87
|
|
EMB
|
0.79
|
0.94
|
0.92
|
0.72
|
0.77
|
0.61
|
0.80
|
0.89
|
-
|
0.80
|
|
TIP
|
0.90
|
0.85
|
0.67
|
0.77
|
0.78
|
0.69
|
0.90
|
0.87
|
0.80
|
-
|
| Asset |
VTI
|
EFA
|
EEM
|
VTV
|
VOE
|
IJS
|
BNDX
|
BND
|
EMB
|
TIP
|
|---|---|---|---|---|---|---|---|---|---|---|
|
VTI
|
-
|
0.89
|
0.73
|
0.92
|
0.93
|
0.87
|
0.49
|
0.44
|
0.72
|
0.59
|
|
EFA
|
0.89
|
-
|
0.84
|
0.89
|
0.89
|
0.83
|
0.47
|
0.49
|
0.81
|
0.55
|
|
EEM
|
0.73
|
0.84
|
-
|
0.70
|
0.74
|
0.72
|
0.42
|
0.49
|
0.79
|
0.44
|
|
VTV
|
0.92
|
0.89
|
0.70
|
-
|
0.97
|
0.90
|
0.32
|
0.27
|
0.64
|
0.43
|
|
VOE
|
0.93
|
0.89
|
0.74
|
0.97
|
-
|
0.94
|
0.37
|
0.31
|
0.69
|
0.46
|
|
IJS
|
0.87
|
0.83
|
0.72
|
0.90
|
0.94
|
-
|
0.29
|
0.22
|
0.59
|
0.38
|
|
BNDX
|
0.49
|
0.47
|
0.42
|
0.32
|
0.37
|
0.29
|
-
|
0.88
|
0.69
|
0.83
|
|
BND
|
0.44
|
0.49
|
0.49
|
0.27
|
0.31
|
0.22
|
0.88
|
-
|
0.70
|
0.84
|
|
EMB
|
0.72
|
0.81
|
0.79
|
0.64
|
0.69
|
0.59
|
0.69
|
0.70
|
-
|
0.63
|
|
TIP
|
0.59
|
0.55
|
0.44
|
0.43
|
0.46
|
0.38
|
0.83
|
0.84
|
0.63
|
-
|
| Asset |
VTI
|
EFA
|
EEM
|
VTV
|
VOE
|
IJS
|
BNDX
|
BND
|
EMB
|
TIP
|
|---|---|---|---|---|---|---|---|---|---|---|
|
VTI
|
-
|
0.87
|
0.69
|
0.93
|
0.93
|
0.86
|
0.39
|
0.34
|
0.66
|
0.46
|
|
EFA
|
0.87
|
-
|
0.82
|
0.85
|
0.85
|
0.75
|
0.36
|
0.39
|
0.75
|
0.46
|
|
EEM
|
0.69
|
0.82
|
-
|
0.66
|
0.69
|
0.62
|
0.32
|
0.40
|
0.74
|
0.43
|
|
VTV
|
0.93
|
0.85
|
0.66
|
-
|
0.96
|
0.88
|
0.25
|
0.18
|
0.58
|
0.32
|
|
VOE
|
0.93
|
0.85
|
0.69
|
0.96
|
-
|
0.92
|
0.31
|
0.24
|
0.64
|
0.37
|
|
IJS
|
0.86
|
0.75
|
0.62
|
0.88
|
0.92
|
-
|
0.21
|
0.14
|
0.50
|
0.27
|
|
BNDX
|
0.39
|
0.36
|
0.32
|
0.25
|
0.31
|
0.21
|
-
|
0.86
|
0.66
|
0.78
|
|
BND
|
0.34
|
0.39
|
0.40
|
0.18
|
0.24
|
0.14
|
0.86
|
-
|
0.70
|
0.83
|
|
EMB
|
0.66
|
0.75
|
0.74
|
0.58
|
0.64
|
0.50
|
0.66
|
0.70
|
-
|
0.65
|
|
TIP
|
0.46
|
0.46
|
0.43
|
0.32
|
0.37
|
0.27
|
0.78
|
0.83
|
0.65
|
-
|
| Asset |
VTI
|
EFA
|
EEM
|
VTV
|
VOE
|
IJS
|
BNDX
|
BND
|
EMB
|
TIP
|
|---|---|---|---|---|---|---|---|---|---|---|
|
VTI
|
-
|
0.83
|
0.74
|
0.93
|
0.89
|
0.86
|
0.15
|
0.14
|
0.57
|
0.19
|
|
EFA
|
0.83
|
-
|
0.80
|
0.81
|
0.78
|
0.73
|
0.17
|
0.16
|
0.58
|
0.20
|
|
EEM
|
0.74
|
0.80
|
-
|
0.70
|
0.69
|
0.67
|
0.17
|
0.14
|
0.66
|
0.20
|
|
VTV
|
0.93
|
0.81
|
0.70
|
-
|
0.94
|
0.85
|
0.11
|
0.10
|
0.55
|
0.16
|
|
VOE
|
0.89
|
0.78
|
0.69
|
0.94
|
-
|
0.90
|
0.16
|
0.13
|
0.56
|
0.21
|
|
IJS
|
0.86
|
0.73
|
0.67
|
0.85
|
0.90
|
-
|
0.10
|
0.05
|
0.49
|
0.12
|
|
BNDX
|
0.15
|
0.17
|
0.17
|
0.11
|
0.16
|
0.10
|
-
|
0.66
|
0.36
|
0.61
|
|
BND
|
0.14
|
0.16
|
0.14
|
0.10
|
0.13
|
0.05
|
0.66
|
-
|
0.49
|
0.83
|
|
EMB
|
0.57
|
0.58
|
0.66
|
0.55
|
0.56
|
0.49
|
0.36
|
0.49
|
-
|
0.44
|
|
TIP
|
0.19
|
0.20
|
0.20
|
0.16
|
0.21
|
0.12
|
0.61
|
0.83
|
0.44
|
-
|
| Asset |
VTI
|
EFA
|
EEM
|
VTV
|
VOE
|
IJS
|
BNDX
|
BND
|
EMB
|
TIP
|
|---|---|---|---|---|---|---|---|---|---|---|
|
VTI
|
-
|
0.72
|
0.71
|
0.94
|
0.91
|
0.87
|
0.19
|
0.18
|
0.55
|
0.22
|
|
EFA
|
0.72
|
-
|
0.66
|
0.71
|
0.68
|
0.64
|
0.21
|
0.18
|
0.52
|
0.21
|
|
EEM
|
0.71
|
0.66
|
-
|
0.68
|
0.66
|
0.64
|
0.19
|
0.18
|
0.61
|
0.21
|
|
VTV
|
0.94
|
0.71
|
0.68
|
-
|
0.94
|
0.86
|
0.17
|
0.17
|
0.54
|
0.21
|
|
VOE
|
0.91
|
0.68
|
0.66
|
0.94
|
-
|
0.91
|
0.21
|
0.17
|
0.55
|
0.23
|
|
IJS
|
0.87
|
0.64
|
0.64
|
0.86
|
0.91
|
-
|
0.13
|
0.09
|
0.48
|
0.13
|
|
BNDX
|
0.19
|
0.21
|
0.19
|
0.17
|
0.21
|
0.13
|
-
|
0.74
|
0.42
|
0.71
|
|
BND
|
0.18
|
0.18
|
0.18
|
0.17
|
0.17
|
0.09
|
0.74
|
-
|
0.51
|
0.88
|
|
EMB
|
0.55
|
0.52
|
0.61
|
0.54
|
0.55
|
0.48
|
0.42
|
0.51
|
-
|
0.47
|
|
TIP
|
0.22
|
0.21
|
0.21
|
0.21
|
0.23
|
0.13
|
0.71
|
0.88
|
0.47
|
-
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Readings that may interest you
Capital Growth as of May 31, 2023
An investment of 1000$, since June 1993,
now would be worth 8248.08$, with a total return of 724.81% (7.29% annualized).
The Inflation Adjusted Capital now would be 3920.63$, with a net total return of 292.06% (4.66% annualized).
The Inflation Adjusted Capital now would be 3920.63$, with a net total return of 292.06% (4.66% annualized).
An investment of 1000$, since January 1985,
now would be worth 28320.41$, with a total return of 2732.04% (9.09% annualized).
The Inflation Adjusted Capital now would be 9830.27$, with a net total return of 883.03% (6.13% annualized).
The Inflation Adjusted Capital now would be 9830.27$, with a net total return of 883.03% (6.13% annualized).
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 50 PORTFOLIO
Drawdown periods
Updated to May 2023
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -30.72% | Nov 2007 | Feb 2009 | 16 | Apr 2010 | 14 | 30 |
| -20.25% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -13.31% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 |
| -12.79% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 |
| -10.86% | May 2002 | Sep 2002 | 5 | May 2003 | 8 | 13 |
| -9.49% | May 2011 | Sep 2011 | 5 | Feb 2012 | 5 | 10 |
| -8.54% | Feb 2001 | Sep 2001 | 8 | Mar 2002 | 6 | 14 |
| -7.45% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 |
| -7.31% | Feb 1994 | Jun 1994 | 5 | May 1995 | 11 | 16 |
| -7.06% | May 2015 | Jan 2016 | 9 | Jul 2016 | 6 | 15 |
| -5.51% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 |
| -4.79% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
| -4.36% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
| -3.98% | Oct 1997 | Oct 1997 | 1 | Feb 1998 | 4 | 5 |
| -3.94% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
| -3.88% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
| -3.66% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -3.29% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -2.84% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
| -2.78% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -30.72% | Nov 2007 | Feb 2009 | 16 | Apr 2010 | 14 | 30 |
| -20.25% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -14.26% | Sep 1987 | Nov 1987 | 3 | Oct 1988 | 11 | 14 |
| -13.31% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 |
| -12.79% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 |
| -11.61% | Aug 1990 | Sep 1990 | 2 | Feb 1991 | 5 | 7 |
| -10.86% | May 2002 | Sep 2002 | 5 | May 2003 | 8 | 13 |
| -9.49% | May 2011 | Sep 2011 | 5 | Feb 2012 | 5 | 10 |
| -8.54% | Feb 2001 | Sep 2001 | 8 | Mar 2002 | 6 | 14 |
| -7.55% | Jan 1990 | Apr 1990 | 4 | Jul 1990 | 3 | 7 |
| -7.45% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 |
| -7.31% | Feb 1994 | Jun 1994 | 5 | May 1995 | 11 | 16 |
| -7.06% | May 2015 | Jan 2016 | 9 | Jul 2016 | 6 | 15 |
| -5.51% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 |
| -4.79% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
| -4.36% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
| -4.04% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 |
| -3.98% | Oct 1997 | Oct 1997 | 1 | Feb 1998 | 4 | 5 |
| -3.94% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
| -3.88% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
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 50 PORTFOLIO
Annualized Rolling Returns
Data Source: from January 1985 to May 2023
Swipe left to see all data
| Rolling Period |
Annualized Return (%) | Negative Periods |
|||
|---|---|---|---|---|---|
| Average | Latest | Best | Worst | ||
| 1 Year |
9.44 | -1.92 |
38.73 Mar 2009 - Feb 2010 |
-26.75 Mar 2008 - Feb 2009 |
16.67% |
| 2 Years |
9.12 | -5.04 |
28.67 Mar 1985 - Feb 1987 |
-12.50 Mar 2007 - Feb 2009 |
7.99% |
| 3 Years |
8.99 | 3.32 |
21.22 Oct 1990 - Sep 1993 |
-5.43 Mar 2006 - Feb 2009 |
2.11% |
| 5 Years |
8.93 | 3.12 |
18.27 Jan 1985 - Dec 1989 |
0.88 Mar 2004 - Feb 2009 |
0.00% |
| 7 Years |
8.92 | 4.71 |
16.65 Jan 1985 - Dec 1991 |
3.86 Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
8.83 | 4.65 |
14.07 Jan 1985 - Dec 1994 |
4.25 Oct 2012 - Sep 2022 |
0.00% |
| 15 Years |
8.62 | 4.99 |
14.08 Jan 1985 - Dec 1999 |
4.27 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
8.70 | 6.59 |
12.31 Jan 1985 - Dec 2004 |
5.98 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
8.84 | 7.29 |
10.53 Jan 1985 - Dec 2014 |
7.29 Jun 1993 - May 2023 |
0.00% |
Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Betterment Robo Advisor 50 Portfolio: Rolling 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
BETTERMENT ROBO ADVISOR 50 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023
The annualized return of the last 10 years has been 4.65% (updated at May 31, 2023).
Seasonality
In which months is it better to invest in Betterment Robo Advisor 50 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.
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 |
1.45
40% |
-1.31
40% |
-1.15
60% |
1.01
80% |
0.09
60% |
0.20
60% |
2.03
100% |
-0.07
60% |
-1.98
40% |
0.34
60% |
2.79
80% |
0.32
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.45
|
100.11
|
98.96
|
99.96
|
100.04
|
100.24
|
102.28
|
102.20
|
100.18
|
100.52
|
103.32
|
103.65
|
| Best |
5.4 2023 |
1.3 2019 |
2.0 2023 |
5.9 2020 |
2.9 2020 |
4.3 2019 |
4.5 2022 |
2.2 2020 |
1.0 2019 |
3.2 2022 |
6.7 2020 |
3.0 2020 |
| Worst |
-2.8 2022 |
-3.4 2020 |
-9.9 2020 |
-5.5 2022 |
-2.8 2019 |
-5.4 2022 |
0.2 2019 |
-3.5 2022 |
-7.0 2022 |
-4.4 2018 |
-1.5 2021 |
-3.0 2018 |
Monthly Seasonality over the period Jun 2018 - May 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 |
0.72
50% |
-0.19
60% |
-0.01
60% |
0.86
80% |
0.34
70% |
-0.03
60% |
1.67
90% |
-0.31
60% |
-0.88
50% |
0.93
70% |
1.61
70% |
0.25
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.72
|
100.52
|
100.51
|
101.37
|
101.71
|
101.68
|
103.38
|
103.06
|
102.16
|
103.11
|
104.77
|
105.03
|
| Best |
5.4 2023 |
2.9 2014 |
4.7 2016 |
5.9 2020 |
2.9 2020 |
4.3 2019 |
4.5 2022 |
2.2 2020 |
3.6 2013 |
3.8 2015 |
6.7 2020 |
3.0 2020 |
| Worst |
-2.8 2022 |
-3.4 2020 |
-9.9 2020 |
-5.5 2022 |
-2.8 2019 |
-5.4 2022 |
-0.8 2014 |
-3.7 2015 |
-7.0 2022 |
-4.4 2018 |
-1.5 2021 |
-3.0 2018 |
Monthly Seasonality over the period Jun 2013 - May 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 |
0.95
62% |
0.50
62% |
0.58
62% |
1.28
79% |
0.73
59% |
0.32
63% |
1.12
63% |
0.18
63% |
-0.15
58% |
0.66
66% |
1.15
68% |
1.85
79% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.95
|
101.46
|
102.05
|
103.35
|
104.11
|
104.44
|
105.61
|
105.80
|
105.64
|
106.34
|
107.57
|
109.56
|
| Best |
7.1 1987 |
6.3 1986 |
5.7 2009 |
7.1 2009 |
6.2 1990 |
4.3 2019 |
5.9 2009 |
5.2 1986 |
4.9 2010 |
6.1 2011 |
6.7 2020 |
9.7 1991 |
| Worst |
-6.1 2009 |
-5.8 2009 |
-9.9 2020 |
-5.5 2022 |
-4.4 2010 |
-5.4 2022 |
-5.0 2002 |
-10.2 1998 |
-7.0 2022 |
-12.8 2008 |
-2.6 1991 |
-3.0 2018 |
Monthly Seasonality over the period Jan 1985 - May 2023
Monthly/Yearly Returns
Betterment Robo Advisor 50 Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - May 2023
301 Positive Months (65%) - 160 Negative Months (35%)
MONTHLY RETURNS TABLE
Jan 1985 - May 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+3.45 | +1.21 | 5.4 | -2.9 | 2.0 | 0.7 | -1.6 | |||||||
| 2022 |
-14.79 | -19.96 | -2.8 | -2.2 | -0.5 | -5.5 | 0.6 | -5.4 | 4.5 | -3.5 | -7.0 | 3.2 | 6.5 | -2.8 |
| 2021 |
+7.95 | +0.85 | -0.1 | 0.8 | 1.3 | 2.2 | 1.3 | 0.5 | 0.4 | 1.1 | -2.6 | 2.3 | -1.5 | 2.2 |
| 2020 |
+9.50 | +8.03 | -0.4 | -3.4 | -9.9 | 5.9 | 2.9 | 2.0 | 3.2 | 2.2 | -1.3 | -0.7 | 6.7 | 3.0 |
| 2019 |
+17.41 | +14.78 | 5.2 | 1.3 | 1.2 | 1.8 | -2.8 | 4.3 | 0.2 | -0.3 | 1.0 | 1.4 | 1.0 | 2.2 |
| 2018 |
-5.36 | -7.14 | 2.3 | -2.8 | 0.0 | -0.3 | 0.1 | -0.4 | 1.9 | 0.1 | 0.0 | -4.4 | 1.2 | -3.0 |
| 2017 |
+14.19 | +11.83 | 1.5 | 1.7 | 0.8 | 1.1 | 1.2 | 0.3 | 1.7 | 0.7 | 1.0 | 1.2 | 1.0 | 1.2 |
| 2016 |
+8.00 | +5.80 | -2.2 | 0.2 | 4.7 | 0.8 | 0.1 | 1.5 | 2.5 | 0.4 | 0.6 | -1.6 | -0.3 | 1.2 |
| 2015 |
-1.55 | -2.26 | 0.2 | 2.5 | -0.4 | 1.2 | -0.3 | -1.8 | 0.4 | -3.7 | -1.6 | 3.8 | -0.1 | -1.6 |
| 2014 |
+5.47 | +4.68 | -1.8 | 2.9 | 0.7 | 0.7 | 1.8 | 1.2 | -0.8 | 2.0 | -2.4 | 1.5 | 0.8 | -0.9 |
| 2013 |
+10.19 | +8.56 | 1.6 | 0.3 | 1.3 | 2.0 | -1.5 | -2.4 | 2.8 | -2.0 | 3.6 | 2.7 | 0.8 | 0.9 |
| 2012 |
+13.19 | +11.25 | 3.7 | 2.5 | 0.5 | -0.1 | -4.3 | 3.0 | 1.2 | 1.5 | 2.1 | -0.2 | 1.1 | 1.7 |
| 2011 |
+1.17 | -1.74 | 0.4 | 1.7 | 0.6 | 2.5 | -0.4 | -0.8 | -0.1 | -3.2 | -5.2 | 6.1 | -0.7 | 0.7 |
| 2010 |
+11.61 | +9.97 | -1.6 | 1.3 | 3.7 | 1.0 | -4.4 | -1.2 | 4.7 | -0.9 | 4.9 | 2.2 | -1.7 | 3.4 |
| 2009 |
+23.06 | +19.80 | -6.1 | -5.8 | 5.7 | 7.1 | 5.5 | 0.1 | 5.9 | 2.5 | 4.0 | -1.5 | 3.5 | 1.1 |
| 2008 |
-19.44 | -19.52 | -2.3 | -0.4 | -0.6 | 2.4 | 0.7 | -4.5 | -0.7 | -0.1 | -6.8 | -12.8 | -1.5 | 6.7 |
| 2007 |
+8.19 | +3.95 | 0.6 | 0.1 | 1.3 | 2.1 | 1.4 | -0.6 | -1.1 | 0.7 | 3.5 | 2.8 | -2.1 | -0.6 |
| 2006 |
+13.22 | +10.41 | 3.2 | -0.1 | 0.8 | 1.6 | -2.8 | 0.1 | 1.1 | 1.9 | 0.8 | 2.6 | 2.3 | 1.1 |
| 2005 |
+9.54 | +5.92 | -0.7 | 1.9 | -1.8 | -0.3 | 1.9 | 1.4 | 1.9 | 1.1 | 1.6 | -2.4 | 2.4 | 2.1 |
| 2004 |
+12.75 | +9.19 | 1.5 | 1.6 | 0.5 | -3.7 | 0.6 | 1.6 | -1.3 | 1.8 | 1.7 | 1.7 | 3.4 | 2.7 |
| 2003 |
+24.96 | +22.66 | -0.9 | 0.0 | -0.2 | 5.3 | 4.7 | 1.0 | 0.0 | 2.4 | 1.4 | 3.5 | 1.3 | 4.1 |
| 2002 |
-2.56 | -4.83 | -0.2 | 0.9 | 2.0 | 0.3 | -0.2 | -3.4 | -5.0 | 1.8 | -4.4 | 3.1 | 3.3 | -0.3 |
| 2001 |
+1.49 | -0.07 | 3.2 | -3.4 | -2.7 | 3.5 | 0.6 | -0.7 | -0.2 | -0.7 | -5.1 | 2.9 | 2.9 | 1.5 |
| 2000 |
+1.53 | -1.80 | -2.8 | 1.9 | 3.2 | -2.5 | -1.5 | 2.6 | -0.4 | 2.9 | -1.6 | -0.9 | -2.4 | 3.2 |
| 1999 |
+17.87 | +14.79 | 0.7 | -1.7 | 3.5 | 5.1 | -2.5 | 2.7 | -0.9 | -0.5 | 0.2 | 2.8 | 2.5 | 5.0 |
| 1998 |
+8.83 | +7.10 | 0.2 | 4.4 | 2.2 | 0.8 | -2.0 | -0.3 | -0.6 | -10.2 | 4.4 | 5.4 | 3.0 | 2.2 |
| 1997 |
+10.06 | +8.21 | 0.8 | 0.8 | -2.4 | 1.4 | 4.6 | 3.1 | 3.2 | -3.3 | 4.0 | -4.0 | 0.6 | 1.2 |
| 1996 |
+13.19 | +9.55 | 2.1 | -0.9 | 0.8 | 1.8 | 0.7 | 0.5 | -1.8 | 1.7 | 3.0 | 1.2 | 4.0 | -0.6 |
| 1995 |
+20.93 | +17.94 | -0.3 | 0.8 | 1.2 | 3.1 | 3.8 | 0.7 | 2.4 | 0.7 | 2.0 | -0.6 | 3.0 | 2.6 |
| 1994 |
-3.66 | -6.17 | 3.3 | -3.2 | -4.0 | 0.9 | 0.0 | -1.2 | 2.0 | 2.0 | -1.8 | 1.0 | -2.4 | -0.2 |
| 1993 |
+24.85 | +21.51 | 2.6 | 2.0 | 3.4 | 1.4 | 0.8 | 2.1 | 2.0 | 3.7 | -0.4 | 2.6 | -2.4 | 4.8 |
| 1992 |
+5.53 | +2.56 | -0.9 | 0.0 | -1.8 | 1.0 | 3.9 | -1.8 | 2.6 | -0.2 | 0.1 | -1.0 | 1.5 | 2.2 |
| 1991 |
+30.42 | +26.54 | 2.9 | 5.5 | 0.3 | 1.4 | 3.0 | -3.3 | 2.8 | 3.3 | 2.1 | 2.5 | -2.6 | 9.7 |
| 1990 |
-2.59 | -8.19 | -4.1 | -0.5 | -0.9 | -2.2 | 6.2 | 1.1 | 2.1 | -7.3 | -4.6 | 4.0 | 2.3 | 2.1 |
| 1989 |
+24.37 | +18.85 | 3.8 | 0.4 | -0.2 | 3.2 | 2.7 | 0.5 | 4.5 | 1.2 | 2.2 | -1.0 | 2.0 | 2.8 |
| 1988 |
+16.22 | +11.30 | 5.6 | 3.3 | -0.6 | 0.5 | -0.9 | 3.8 | -0.5 | -1.7 | 2.7 | 2.0 | 0.1 | 1.0 |
| 1987 |
+0.64 | -3.63 | 7.1 | 2.3 | -0.2 | -0.3 | -1.1 | 1.2 | 2.6 | 2.2 | -2.2 | -10.7 | -1.9 | 2.6 |
| 1986 |
+21.70 | +20.37 | 0.7 | 6.3 | 5.6 | 0.9 | -0.2 | 3.1 | -0.6 | 5.2 | -4.0 | 1.1 | 1.4 | 0.8 |
| 1985 |
+30.70 | +25.92 | 5.8 | -0.5 | 1.6 | 0.8 | 5.6 | 1.7 | -0.2 | 1.3 | -1.2 | 3.5 | 4.8 | 4.2 |
Portofolio Returns, up to December 2013, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
- EFA - iShares MSCI EAFE: simulated historical serie, up to December 2001
- EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
- VTV - Vanguard Value: simulated historical serie, up to December 2004
- VOE - Vanguard Mid-Cap Value: simulated historical serie, up to December 2006
- IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
- BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
- BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
- EMB - iShares JP Morgan USD Em Mkts Bd: simulated historical serie, up to December 2007
- TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
Portfolio efficiency
Compared to the Betterment Robo Advisor 50 Portfolio, the following portfolios 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 | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 60/40 | +7.93 | 9.46 | -30.55 | 60 | 40 | 0 | ||
| Couch Potato | +7.88 | 8.66 | -27.04 | 50 | 50 | 0 | ||
| Stocks/Bonds 40/60 Momentum | +7.77 | 6.87 | -21.11 | 40 | 60 | 0 | ||
| Golden Butterfly | +7.52 | 7.52 | -17.79 | 40 | 40 | 20 | ||
| Robo Advisor 50 | +7.29 | 9.24 | -30.72 | 49.9 | 50.1 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Couch Potato | +7.88 | 8.66 | -27.04 | 50 | 50 | 0 | ||
| Stocks/Bonds 40/60 Momentum | +7.77 | 6.87 | -21.11 | 40 | 60 | 0 | ||
| Robo Advisor 50 | +7.29 | 9.24 | -30.72 | 49.9 | 50.1 | 0 | ||
| All Weather Portfolio | +7.19 | 7.21 | -20.19 | 30 | 55 | 15 | ||
| Global Market Portfolio | +6.96 | 8.14 | -25.90 | 45 | 55 | 0 | ||
