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