10-year Treasury vs Betterment Robo Advisor 20 Value Tilt Portfolio Comparison

Simulation Settings

Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024

Rebalancing: at every Jan 1^st

Currency: USD

10-year Treasury Portfolio

1.00$
Initial Capital
December 1994
4.40$
Final Capital
November 2024
5.06%
Yearly Return
6.83
Std Deviation
-23.19%
Max Drawdown
52months
Recovery Period

Betterment Robo Advisor 20 Value Tilt Portfolio

1.00$
Initial Capital
December 1994
4.73$
Final Capital
November 2024
5.32%
Yearly Return
4.15
Std Deviation
-12.16%
Max Drawdown
35months
Recovery Period

10-year Treasury Portfolio

1.00$
Initial Capital
January 1985
12.11$
Final Capital
November 2024
6.45%
Yearly Return
7.23
Std Deviation
-23.19%
Max Drawdown
52months
Recovery Period

Betterment Robo Advisor 20 Value Tilt Portfolio

1.00$
Initial Capital
January 1985
13.11$
Final Capital
November 2024
6.66%
Yearly Return
4.47
Std Deviation
-12.16%
Max Drawdown
35months
Recovery Period

The 10-year Treasury Portfolio obtained a 5.06% compound annual return, with a 6.83% standard deviation, in the last 30 Years.

The Betterment Robo Advisor 20 Value Tilt Portfolio obtained a 5.32% compound annual return, with a 4.15% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON

Period: 1 January 1985 - 30 November 2024 (~40 years)

Swipe left to see all data

	Return (%) as of Nov 30, 2024
	YTD (11M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~40Y)
10-year Treasury	1.66	1.02	4.44	5.50	-1.20	0.88	5.06	6.45
Robo Advisor 20 Value Tilt Betterment	6.56	1.22	4.91	9.47	2.77	2.99	5.32	6.66
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

10-year Treasury Portfolio: an investment of 1$, since December 1994, now would be worth 4.40$, with a total return of 340.15% (5.06% annualized).

Betterment Robo Advisor 20 Value Tilt Portfolio: an investment of 1$, since December 1994, now would be worth 4.73$, with a total return of 373.16% (5.32% annualized).

Loading data
Please wait

10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 12.11$, with a total return of 1110.93% (6.45% annualized).

Betterment Robo Advisor 20 Value Tilt Portfolio: an investment of 1$, since January 1985, now would be worth 13.11$, with a total return of 1211.30% (6.66% annualized).

Loading data
Please wait

Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON

Period: 1 December 2023 - 30 November 2024 (1 year)

Period: 1 December 2019 - 30 November 2024 (5 years)

Period: 1 December 2014 - 30 November 2024 (10 years)

Period: 1 December 1994 - 30 November 2024 (30 years)

Period: 1 January 1985 - 30 November 2024 (~40 years)

Swipe left to see all data

	10-year Treasury	Robo Advisor 20 Value Tilt
Author		Betterment
ASSET ALLOCATION
Stocks	0%	19.9%
Fixed Income	100%	80.1%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	5.50	9.47
Infl. Adjusted Return (%)	3.01	6.89
DRAWDOWN
Deepest Drawdown Depth (%)	-4.45	-1.48
Start to Recovery (months)	6	2
Longest Drawdown Depth (%)	-4.45	-1.38
Start to Recovery (months)	6	2*
Longest Negative Period (months)	6	4
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	7.46	4.17
Sharpe Ratio	0.04	1.02
Sortino Ratio	0.05	1.30
Ulcer Index	2.02	0.57
Ratio: Return / Standard Deviation	0.74	2.27
Ratio: Return / Deepest Drawdown	1.23	6.39
Metrics calculated over the period 1 December 2023 - 30 November 2024

Swipe left to see all data

	10-year Treasury	Robo Advisor 20 Value Tilt
Author		Betterment
ASSET ALLOCATION
Stocks	0%	19.9%
Fixed Income	100%	80.1%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	-1.20	2.77
Infl. Adjusted Return (%)	-5.10	-1.29
DRAWDOWN
Deepest Drawdown Depth (%)	-23.19	-12.16
Start to Recovery (months)	52*	35
Longest Drawdown Depth (%)	-23.19	-12.16
Start to Recovery (months)	52*	35
Longest Negative Period (months)	60*	45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	7.76	5.49
Sharpe Ratio	-0.45	0.09
Sortino Ratio	-0.64	0.12
Ulcer Index	13.15	4.70
Ratio: Return / Standard Deviation	-0.15	0.50
Ratio: Return / Deepest Drawdown	-0.05	0.23
Metrics calculated over the period 1 December 2019 - 30 November 2024

Swipe left to see all data

	10-year Treasury	Robo Advisor 20 Value Tilt
Author		Betterment
ASSET ALLOCATION
Stocks	0%	19.9%
Fixed Income	100%	80.1%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	0.88	2.99
Infl. Adjusted Return (%)	-1.96	0.08
DRAWDOWN
Deepest Drawdown Depth (%)	-23.19	-12.16
Start to Recovery (months)	52*	35
Longest Drawdown Depth (%)	-23.19	-12.16
Start to Recovery (months)	52*	35
Longest Negative Period (months)	111	45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	6.67	4.32
Sharpe Ratio	-0.10	0.33
Sortino Ratio	-0.15	0.44
Ulcer Index	9.72	3.41
Ratio: Return / Standard Deviation	0.13	0.69
Ratio: Return / Deepest Drawdown	0.04	0.25
Metrics calculated over the period 1 December 2014 - 30 November 2024

Swipe left to see all data

	10-year Treasury	Robo Advisor 20 Value Tilt
Author		Betterment
ASSET ALLOCATION
Stocks	0%	19.9%
Fixed Income	100%	80.1%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	5.06	5.32
Infl. Adjusted Return (%)	2.49	2.74
DRAWDOWN
Deepest Drawdown Depth (%)	-23.19	-12.16
Start to Recovery (months)	52*	35
Longest Drawdown Depth (%)	-23.19	-12.16
Start to Recovery (months)	52*	35
Longest Negative Period (months)	126	45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	6.83	4.15
Sharpe Ratio	0.41	0.73
Sortino Ratio	0.58	0.96
Ulcer Index	6.16	2.33
Ratio: Return / Standard Deviation	0.74	1.28
Ratio: Return / Deepest Drawdown	0.22	0.44
Metrics calculated over the period 1 December 1994 - 30 November 2024

Swipe left to see all data

	10-year Treasury	Robo Advisor 20 Value Tilt
Author		Betterment
ASSET ALLOCATION
Stocks	0%	19.9%
Fixed Income	100%	80.1%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	6.45	6.66
Infl. Adjusted Return (%)	3.57	3.77
DRAWDOWN
Deepest Drawdown Depth (%)	-23.19	-12.16
Start to Recovery (months)	52*	35
Longest Drawdown Depth (%)	-23.19	-12.16
Start to Recovery (months)	52*	35
Longest Negative Period (months)	126	45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	7.23	4.47
Sharpe Ratio	0.46	0.79
Sortino Ratio	0.66	1.07
Ulcer Index	5.63	2.16
Ratio: Return / Standard Deviation	0.89	1.49
Ratio: Return / Deepest Drawdown	0.28	0.55
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON

Period: 1 December 1994 - 30 November 2024 (30 years)

Period: 1 January 1985 - 30 November 2024 (~40 years)

Chart Table

Loading data
Please wait

Swipe left to see all data

10-year Treasury			Robo Advisor 20 Value Tilt
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-23.19	52*	Aug 2020 In progress
			-12.16	35	Sep 2021 Jul 2024
			-9.97	15	May 2008 Jul 2009
-9.34	23	Oct 1998 Aug 2000
-7.60	19	May 2013 Nov 2014
-7.18	34	Aug 2016 May 2019
-6.90	10	Feb 1996 Nov 1996
-6.65	18	Jan 2009 Jun 2010
-6.60	9	Nov 2001 Jul 2002
-5.68	7	Jun 2003 Dec 2003
-4.85	7	Apr 2004 Oct 2004
-4.67	11	Sep 2010 Jul 2011
			-4.38	5	Feb 2020 Jun 2020
-4.25	12	Feb 2015 Jan 2016
-4.15	8	Apr 2008 Nov 2008

Loading data
Please wait

Swipe left to see all data

10-year Treasury			Robo Advisor 20 Value Tilt
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-23.19	52*	Aug 2020 In progress
			-12.16	35	Sep 2021 Jul 2024
-10.87	11	Mar 1987 Jan 1988
-10.14	19	Nov 1993 May 1995
			-9.97	15	May 2008 Jul 2009
-9.34	23	Oct 1998 Aug 2000
-7.60	19	May 2013 Nov 2014
-7.18	34	Aug 2016 May 2019
-6.90	10	Feb 1996 Nov 1996
-6.65	18	Jan 2009 Jun 2010
-6.60	9	Nov 2001 Jul 2002
-5.68	7	Jun 2003 Dec 2003
-4.85	7	Apr 2004 Oct 2004
			-4.85	6	Sep 1987 Feb 1988
-4.67	11	Sep 2010 Jul 2011

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison

Rolling Returns Chart

Rolling Returns Chart - Inflation Adjusted

Time Period: 1 January 1985 - 30 November 2024 (~40 years)

Rolling Period:

10-year Treasury
Robo Advisor 20 Value Tilt

Head To Head (Ptf 1 vs Ptf 2):

US Inflation Adjusted:

Loading data
Please wait

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.

Swipe left to see all data

	10-year Treasury		Robo Advisor 20 Value Tilt
Year	Return	Drawdown	Return	Drawdown
2024	1.66%	-4.45%	6.56%	-1.48%
2023	3.65%	-8.82%	7.68%	-3.04%
2022	-15.19%	-16.91%	-9.10%	-11.83%
2021	-3.33%	-5.73%	2.61%	-1.26%
2020	10.01%	-2.02%	6.01%	-4.38%
2019	8.03%	-2.59%	9.57%	-0.68%
2018	0.99%	-3.19%	-1.42%	-2.14%
2017	2.55%	-1.90%	6.24%	0.00%
2016	1.00%	-6.50%	4.01%	-1.37%
2015	1.51%	-4.25%	-0.31%	-2.69%
2014	9.07%	-1.05%	2.92%	-1.13%
2013	-6.09%	-7.60%	3.86%	-2.19%
2012	3.66%	-2.67%	6.18%	-1.76%
2011	15.64%	-1.29%	1.94%	-3.26%
2010	9.37%	-4.30%	6.55%	-1.59%
2009	-6.59%	-6.65%	10.31%	-5.34%
2008	17.91%	-4.15%	-4.00%	-8.67%
2007	10.37%	-1.85%	7.51%	-0.09%
2006	2.52%	-2.87%	7.81%	-1.09%
2005	2.64%	-3.19%	5.11%	-1.09%
2004	4.12%	-4.85%	6.10%	-2.28%
2003	5.29%	-5.68%	12.15%	-0.49%
2002	15.45%	-4.13%	3.70%	-2.38%
2001	5.40%	-5.21%	5.73%	-1.48%
2000	17.28%	-1.12%	6.02%	-1.47%
1999	-7.83%	-8.11%	8.74%	-1.36%
1998	14.64%	-1.61%	7.78%	-4.07%
1997	11.97%	-2.02%	7.86%	-1.41%
1996	0.00%	-6.90%	8.41%	-0.87%
1995	25.55%	-1.23%	16.25%	0.00%
1994	-7.19%	-9.56%	-2.09%	-4.47%
1993	12.97%	-2.55%	14.56%	-1.13%
1992	7.23%	-4.02%	6.45%	-1.46%
1991	18.91%	-0.54%	19.85%	-1.32%
1990	7.70%	-4.48%	4.63%	-4.18%
1989	17.84%	-2.30%	16.78%	-0.08%
1988	6.90%	-4.60%	10.19%	-0.87%
1987	-2.64%	-10.87%	2.79%	-4.85%
1986	21.35%	-3.93%	15.37%	-2.01%
1985	29.85%	-3.33%	21.34%	-0.68%