US Stocks Portfolio: Rolling Returns

Data Source: from January 1871 to March 2024 (~153 years)
Consolidated Returns as of 31 March 2024

Holding the US Stocks Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 188 months (from November 1916 to June 1932).

This means that every rolling period of 189 months or above has always granted a positive return.

To obtain comprehensive information, please consult the US Stocks 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

US STOCKS PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 12.23% (updated at Mar 31, 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.

US STOCKS PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1871 - 31 March 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.98% +164.11%
Jul 1932 - Jun 1933 		-67.90%
Jul 1931 - Jun 1932 		27.02%
494 out of 1828
US Inflation Adjusted +8.94% +182.83%
Jul 1932 - Jun 1933 		-64.35%
Jul 1931 - Jun 1932 		30.74%
562 out of 1828
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.02% +59.68%
Jul 1932 - Jun 1934 		-55.42%
Jun 1930 - May 1932 		19.60%
356 out of 1816
US Inflation Adjusted +7.43% +60.87%
Jul 1932 - Jun 1934 		-50.48%
Jun 1930 - May 1932 		24.78%
450 out of 1816
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.00% +45.34%
Mar 1933 - Feb 1936 		-43.81%
Jul 1929 - Jun 1932 		15.85%
286 out of 1804
US Inflation Adjusted +7.53% +41.38%
Mar 1933 - Feb 1936 		-39.36%
Jul 1929 - Jun 1932 		20.68%
373 out of 1804
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.77% +43.64%
Jul 1932 - Jun 1936 		-29.44%
Jun 1928 - May 1932 		12.83%
230 out of 1792
US Inflation Adjusted +7.42% +43.11%
Jul 1932 - Jun 1936 		-25.31%
Jun 1928 - May 1932 		18.64%
334 out of 1792
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.91% +37.25%
Jun 1932 - May 1937 		-19.58%
Jun 1927 - May 1932 		10.06%
179 out of 1780
US Inflation Adjusted +7.31% +35.89%
Jun 1932 - May 1937 		-15.64%
Jun 1927 - May 1932 		17.64%
314 out of 1780
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.61% +29.19%
Sep 1923 - Aug 1929 		-13.44%
Jul 1926 - Jun 1932 		5.83%
103 out of 1768
US Inflation Adjusted +7.36% +28.94%
Sep 1923 - Aug 1929 		-10.90%
Oct 1968 - Sep 1974 		14.76%
261 out of 1768
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.39% +24.63%
Feb 1922 - Jan 1929 		-9.49%
Jul 1925 - Jun 1932 		4.16%
73 out of 1756
US Inflation Adjusted +7.12% +24.42%
Feb 1922 - Jan 1929 		-8.51%
Oct 1967 - Sep 1974 		12.64%
222 out of 1756
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.99% +27.00%
Sep 1921 - Aug 1929 		-7.94%
Apr 1930 - Mar 1938 		3.10%
54 out of 1744
US Inflation Adjusted +6.73% +27.36%
Sep 1921 - Aug 1929 		-5.88%
Aug 1912 - Jul 1920 		11.18%
195 out of 1744
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.83% +21.87%
Sep 1920 - Aug 1929 		-7.16%
Apr 1929 - Mar 1938 		2.48%
43 out of 1732
US Inflation Adjusted +7.07% +24.06%
Sep 1920 - Aug 1929 		-7.20%
Mar 2000 - Feb 2009 		11.37%
197 out of 1732
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.86% +20.50%
Jun 1949 - May 1959 		-5.29%
Sep 1929 - Aug 1939 		2.91%
50 out of 1720
US Inflation Adjusted +7.06% +19.53%
Sep 1919 - Aug 1929 		-4.93%
Mar 1999 - Feb 2009 		10.06%
173 out of 1720
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.93% +19.24%
Sep 1918 - Aug 1929 		-4.59%
Sep 1929 - Aug 1940 		2.05%
35 out of 1708
US Inflation Adjusted +7.15% +17.98%
Sep 1918 - Aug 1929 		-3.49%
Mar 1998 - Feb 2009 		10.19%
174 out of 1708
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.76% +18.79%
Jun 1949 - May 1961 		-3.80%
May 1930 - Apr 1942 		1.83%
31 out of 1696
US Inflation Adjusted +7.13% +16.61%
Jun 1949 - May 1961 		-3.36%
May 1930 - Apr 1942 		8.37%
142 out of 1696
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.74% +19.10%
Aug 1942 - Jul 1955 		-4.31%
Sep 1929 - Aug 1942 		1.48%
25 out of 1684
US Inflation Adjusted +7.00% +16.06%
Dec 1948 - Nov 1961 		-3.97%
Sep 1929 - Aug 1942 		6.47%
109 out of 1684
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.72% +19.69%
May 1942 - Apr 1956 		-1.53%
May 1928 - Apr 1942 		1.08%
18 out of 1672
US Inflation Adjusted +6.96% +15.52%
Jun 1932 - May 1946 		-1.99%
Mar 1906 - Feb 1920 		4.55%
76 out of 1672
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.61% +18.24%
May 1942 - Apr 1957 		-0.35%
Sep 1929 - Aug 1944 		0.12%
2 out of 1660
US Inflation Adjusted +6.94% +14.89%
Jul 1949 - Jun 1964 		-2.10%
Jan 1906 - Dec 1920 		2.47%
41 out of 1660
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.49% +18.13%
Jul 1982 - Jun 1998 		+0.35%
Jul 1916 - Jun 1932 		0.00%
0 out of 1648
US Inflation Adjusted +6.79% +14.63%
Jun 1949 - May 1965 		-1.43%
Sep 1905 - Aug 1921 		1.76%
29 out of 1648
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.31% +18.21%
Jul 1982 - Jun 1999 		+1.41%
Jul 1915 - Jun 1932 		0.00%
0 out of 1636
US Inflation Adjusted +6.65% +14.54%
Jul 1982 - Jun 1999 		-0.42%
Aug 1965 - Jul 1982 		0.61%
10 out of 1636
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.39% +17.96%
Apr 1982 - Mar 2000 		+1.39%
Jun 1914 - May 1932 		0.00%
0 out of 1624
US Inflation Adjusted +6.58% +14.15%
Apr 1982 - Mar 2000 		-0.64%
Aug 1902 - Jul 1920 		0.80%
13 out of 1624
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.32% +17.35%
May 1942 - Apr 1961 		+1.48%
Jun 1913 - May 1932 		0.00%
0 out of 1612
US Inflation Adjusted +6.56% +13.61%
May 1942 - Apr 1961 		-0.83%
Jul 1901 - Jun 1920 		0.87%
14 out of 1612
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.24% +17.30%
Apr 1980 - Mar 2000 		+1.15%
Jul 1912 - Jun 1932 		0.00%
0 out of 1600
US Inflation Adjusted +6.66% +13.11%
Dec 1948 - Nov 1968 		-0.59%
Jul 1912 - Jun 1932 		0.38%
6 out of 1600
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the US Stocks Portfolio: ETF allocation and returns page.