US Stocks Portfolio: ETF allocation and returns

Data Source: from January 1871 to April 2024 (~153 years)
Consolidated Returns as of 30 April 2024
Live Update: May 23 2024, 12:00PM Eastern Time Currency: USD
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.13%
1 Day
May 23 2024, 12:00PM Eastern Time
5.61%
Current Month
May 2024

The US Stocks Portfolio is a Very High Risk portfolio and can be implemented with 1 ETF.

It's exposed for 100% on the Stock Market.

In the last 30 Years, the US Stocks Portfolio obtained a 10.29% compound annual return, with a 15.55% standard deviation.

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Asset Allocation and ETFs

The US Stocks Portfolio has the following asset allocation:

100% Stocks
0% Fixed Income
0% Commodities

The US Stocks Portfolio can be implemented with the following ETFs:

Weight
(%)
Investment Themes (Orig.Currency) ETF
Ticker
ETF
Currency
ETF Name
100.00 Equity, U.S., Large Cap (USD)
VTI
USD Vanguard Total Stock Market

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 Apr 30, 2024

The US Stocks Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
US STOCKS PORTFOLIO
Consolidated returns as of 30 April 2024
Live Update: May 23 2024, 12:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Apr 30, 2024
  1 Day Time ET(*) May 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~153Y)
US Stocks Portfolio 0.13 5.61 -4.34 20.73 21.94 12.27 11.72 10.29 9.12
US Inflation Adjusted return -4.64 18.55 17.98 7.77 8.63 7.55 6.85
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 3.36% , 5Y: 4.18% , 10Y: 2.85% , 30Y: 2.55%

In 2023, the US Stocks Portfolio granted a 1.80% dividend yield. If you are interested in getting periodic income, please refer to the US Stocks Portfolio: Dividend Yield page.

Capital Growth as of Apr 30, 2024

An investment of 1$, since May 1994, now would be worth 18.91$, with a total return of 1790.85% (10.29% annualized).

The Inflation Adjusted Capital now would be 8.89$, with a net total return of 788.66% (7.55% annualized).
An investment of 1$, since January 1871, now would be worth 651411.85$, with a total return of 65141085.32% (9.12% annualized).

The Inflation Adjusted Capital now would be 25952.96$, with a net total return of 2595196.21% (6.85% annualized).

Portfolio Metrics as of Apr 30, 2024

Metrics of US Stocks Portfolio, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
US STOCKS PORTFOLIO
Advanced Metrics
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~153Y)
Investment Return (%) -4.34 3.64 20.73 21.94 6.09 12.27 11.72 10.00 10.29 9.12
Infl. Adjusted Return (%) details -4.64 2.48 18.55 17.98 0.56 7.77 8.63 7.21 7.55 6.85
US Inflation (%) 0.31 1.14 1.85 3.36 5.50 4.18 2.85 2.60 2.55 2.12
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -9.10 -24.81 -24.81 -24.81 -50.84 -50.84 -84.60
Start to Recovery (# months) details 5 24 24 24 53 53 184
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 1929 09
Start to Bottom (# months) 3 9 9 9 16 16 34
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 06
Bottom to End (# months) 2 15 15 15 37 37 150
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2012 03 2012 03 1944 12
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-43.94
same as
deepest
Start to Recovery (# months) details 67
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 09 1929 09
Start to Bottom (# months) 3 9 9 9 16 25 34
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 1932 06
Bottom to End (# months) 2 15 15 15 37 42 150
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2012 03 2006 03 1944 12
Longest negative period (# months) details 4 30 30 30 66 139 188
Period Start (yyyy mm) 2023 07 2021 05 2021 05 2021 05 2005 01 1997 08 1916 11
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2010 06 2009 02 1932 06
Annualized Return (%) -16.34 -0.44 -0.44 -0.44 -0.18 -0.09 -0.16
Deepest Drawdown Depth (%) -9.96 -28.75 -28.75 -28.75 -51.65 -51.65 -80.55
Start to Recovery (# months) details 5 28* 28* 28* 63 63 90
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 1929 09
Start to Bottom (# months) 3 9 9 9 16 16 33
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 2 19 19 19 47 47 57
End (yyyy mm) 2023 12 - - - 2013 01 2013 01 1937 02
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-46.68 -54.53
Start to Recovery (# months) details 86 124
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 04 1973 01
Start to Bottom (# months) 3 9 9 9 16 30 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 1974 09
Bottom to End (# months) 2 19 19 19 47 56 103
End (yyyy mm) 2023 12 - - - 2013 01 2007 05 1983 04
Longest negative period (# months) details 6 33 35 35 82 161 316
Period Start (yyyy mm) 2023 05 2021 05 2020 12 2020 12 2004 12 1998 05 1906 02
Period End (yyyy mm) 2023 10 2024 01 2023 10 2023 10 2011 09 2011 09 1932 05
Annualized Return (%) -0.96 -0.28 -0.59 -0.59 -0.37 -0.06 -0.02
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 15.12 17.61 18.82 15.59 15.41 15.55 16.59
Sharpe Ratio 1.10 0.20 0.55 0.67 0.56 0.52 0.31
Sortino Ratio 1.55 0.27 0.74 0.90 0.73 0.67 0.43
Ulcer Index 3.39 10.86 9.14 6.95 12.02 14.30 17.86
Ratio: Return / Standard Deviation 1.45 0.35 0.65 0.75 0.65 0.66 0.55
Ratio: Return / Deepest Drawdown 2.41 0.25 0.49 0.47 0.20 0.20 0.11
% Positive Months details 66% 58% 61% 67% 67% 65% 60%
Positive Months 8 21 37 81 161 236 1118
Negative Months 4 15 23 39 79 124 722
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 11.72 16.86 16.86 20.50
Worst 10 Years Return (%) - Annualized 6.50 -2.47 -5.29
Best 10 Years Return (%) - Annualized 8.63 14.84 14.84 19.53
Worst 10 Years Return (%) - Annualized 4.67 -4.93 -4.93
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 62.90 30.70 26.84 16.86 10.56 10.29
Worst Rolling Return (%) - Annualized -43.33 -16.22 -6.14 -2.47 4.98
% Positive Periods 79% 83% 87% 94% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.34 23.14 14.32 7.48 4.67 8.82
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.00 7.82
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 58.74 27.73 23.90 14.84 7.88 7.55
Worst Rolling Return (%) - Annualized -43.33 -18.22 -8.56 -4.93 2.84
% Positive Periods 76% 80% 73% 89% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.34 23.14 14.32 7.48 4.67 8.82
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.00 7.82
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1871 - Apr 2024)
Best Rolling Return (%) - Annualized 164.11 45.34 37.25 20.50 17.30 14.81
Worst Rolling Return (%) - Annualized -67.90 -43.81 -19.58 -5.29 1.15 2.64
% Positive Periods 72% 84% 89% 97% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 57.70 15.63 9.01 5.43 3.33 2.89
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.06
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 182.83 41.38 35.89 19.53 13.11 11.82
Worst Rolling Return (%) - Annualized -64.35 -39.36 -15.64 -4.93 -0.59 0.85
% Positive Periods 69% 79% 82% 89% 99% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 57.70 15.63 9.01 5.43 3.33 2.89
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.06
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
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 initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Talking about withdrawal rates, how would you manage your early retirement with the US Stocks Portfolio? Read more here

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.

US STOCKS PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
Inflation Adjusted:
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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.

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

If you need a deeper detail about rolling returns, please refer to the US Stocks Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in US Stocks 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.
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Monthly Returns

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

US STOCKS PORTFOLIO
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
236 Positive Months (66%) - 124 Negative Months (34%)
1118 Positive Months (61%) - 722 Negative Months (39%)
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Investment Returns, up to December 2001, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • VTI - Vanguard Total Stock Market (VTI), up to December 2001

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.

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The following portfolios share asset allocation strategy and/or similar asset weights.

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