Ben Stein Long Term vs Bill Bernstein No Brainer Portfolio Comparison

Period: January 1976 - September 2024 (~49 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Ben Stein Long Term Portfolio
1.00$
Initial Capital
October 1994
9.49$
Final Capital
September 2024
7.79%
Yearly Return
12.43
Std Deviation
-45.92%
Max Drawdown
42 months
Recovery Period
Bill Bernstein No Brainer Portfolio
1.00$
Initial Capital
October 1994
9.59$
Final Capital
September 2024
7.83%
Yearly Return
11.76
Std Deviation
-40.40%
Max Drawdown
40 months
Recovery Period
Ben Stein Long Term Portfolio
1.00$
Initial Capital
January 1976
119.14$
Final Capital
September 2024
10.30%
Yearly Return
12.16
Std Deviation
-45.92%
Max Drawdown
42 months
Recovery Period
Bill Bernstein No Brainer Portfolio
1.00$
Initial Capital
January 1976
114.14$
Final Capital
September 2024
10.21%
Yearly Return
11.77
Std Deviation
-40.40%
Max Drawdown
40 months
Recovery Period

The Ben Stein Long Term Portfolio obtained a 7.79% compound annual return, with a 12.43% standard deviation, in the last 30 Years.

The Bill Bernstein No Brainer Portfolio obtained a 7.83% compound annual return, with a 11.76% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 30 September 2024 (~49 years)
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Return (%) as of Sep 30, 2024
YTD
(9M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Long Term Portfolio
Ben Stein
12.98 1.86 8.08 24.52 8.83 7.55 7.79 10.30
No Brainer Portfolio
Bill Bernstein
12.28 1.59 7.49 23.40 9.01 7.72 7.83 10.21
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Ben Stein Long Term Portfolio: an investment of 1$, since October 1994, now would be worth 9.49$, with a total return of 849.14% (7.79% annualized).

Bill Bernstein No Brainer Portfolio: an investment of 1$, since October 1994, now would be worth 9.59$, with a total return of 859.02% (7.83% annualized).


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Ben Stein Long Term Portfolio: an investment of 1$, since January 1976, now would be worth 119.14$, with a total return of 11814.09% (10.30% annualized).

Bill Bernstein No Brainer Portfolio: an investment of 1$, since January 1976, now would be worth 114.14$, with a total return of 11314.42% (10.21% annualized).


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Metrics as of Sep 30, 2024

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

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1976 - 30 September 2024 (~49 years)
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Long Term Portfolio No Brainer Portfolio
Author Ben Stein Bill Bernstein
ASSET ALLOCATION
Stocks 80% 75%
Fixed Income 20% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 24.52 23.40
Infl. Adjusted Return (%) 21.81 20.72
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -3.15
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.59 -2.68
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 10.33 10.18
Sharpe Ratio 1.85 1.77
Sortino Ratio 2.52 2.44
Ulcer Index 1.22 1.17
Ratio: Return / Standard Deviation 2.37 2.30
Ratio: Return / Deepest Drawdown 7.35 7.43
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Long Term Portfolio No Brainer Portfolio
Author Ben Stein Bill Bernstein
ASSET ALLOCATION
Stocks 80% 75%
Fixed Income 20% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.83 9.01
Infl. Adjusted Return (%) 4.51 4.68
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -19.76
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -20.52 -19.76
Start to Recovery (months) 26 26
Longest Negative Period (months) 32 32
RISK INDICATORS
Standard Deviation (%) 14.23 13.75
Sharpe Ratio 0.47 0.50
Sortino Ratio 0.61 0.66
Ulcer Index 7.62 7.34
Ratio: Return / Standard Deviation 0.62 0.66
Ratio: Return / Deepest Drawdown 0.43 0.46
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Long Term Portfolio No Brainer Portfolio
Author Ben Stein Bill Bernstein
ASSET ALLOCATION
Stocks 80% 75%
Fixed Income 20% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.55 7.72
Infl. Adjusted Return (%) 4.58 4.74
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -19.76
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -20.52 -19.76
Start to Recovery (months) 26 26
Longest Negative Period (months) 34 33
RISK INDICATORS
Standard Deviation (%) 11.96 11.69
Sharpe Ratio 0.51 0.53
Sortino Ratio 0.67 0.71
Ulcer Index 5.91 5.76
Ratio: Return / Standard Deviation 0.63 0.66
Ratio: Return / Deepest Drawdown 0.37 0.39
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Long Term Portfolio No Brainer Portfolio
Author Ben Stein Bill Bernstein
ASSET ALLOCATION
Stocks 80% 75%
Fixed Income 20% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.79 7.83
Infl. Adjusted Return (%) 5.15 5.19
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -40.40
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -24.46
Start to Recovery (months) 42 45
Longest Negative Period (months) 110 110
RISK INDICATORS
Standard Deviation (%) 12.43 11.76
Sharpe Ratio 0.44 0.47
Sortino Ratio 0.57 0.61
Ulcer Index 9.47 8.72
Ratio: Return / Standard Deviation 0.63 0.67
Ratio: Return / Deepest Drawdown 0.17 0.19
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Long Term Portfolio No Brainer Portfolio
Author Ben Stein Bill Bernstein
ASSET ALLOCATION
Stocks 80% 75%
Fixed Income 20% 25%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.30 10.21
Infl. Adjusted Return (%) 6.45 6.36
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -40.40
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -24.46
Start to Recovery (months) 42 45
Longest Negative Period (months) 110 110
RISK INDICATORS
Standard Deviation (%) 12.16 11.77
Sharpe Ratio 0.50 0.51
Sortino Ratio 0.65 0.67
Ulcer Index 7.88 7.30
Ratio: Return / Standard Deviation 0.85 0.87
Ratio: Return / Deepest Drawdown 0.22 0.25
Metrics calculated over the period 1 January 1976 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1976 - 30 September 2024 (~49 years)

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Long Term Portfolio No Brainer Portfolio
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-45.92 42 Nov 2007
Apr 2011
-40.40 40 Nov 2007
Feb 2011
-24.46 45 Apr 2000
Dec 2003
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-19.76 26 Jan 2022
Feb 2024
-19.33 11 Jan 2020
Nov 2020
-18.24 8 Jan 2020
Aug 2020
-16.94 19 May 2011
Nov 2012
-16.20 17 May 2011
Sep 2012
-15.80 11 May 1998
Mar 1999
-13.95 8 May 1998
Dec 1998
-11.92 14 Sep 2018
Oct 2019
-10.70 8 Sep 2018
Apr 2019
-9.84 14 Jun 2015
Jul 2016

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Long Term Portfolio No Brainer Portfolio
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-45.92 42 Nov 2007
Apr 2011
-40.40 40 Nov 2007
Feb 2011
-24.46 45 Apr 2000
Dec 2003
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-20.11 17 Sep 1987
Jan 1989
-19.76 26 Jan 2022
Feb 2024
-19.71 17 Sep 1987
Jan 1989
-19.33 11 Jan 2020
Nov 2020
-18.24 8 Jan 2020
Aug 2020
-16.94 19 May 2011
Nov 2012
-16.20 17 May 2011
Sep 2012
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 1990
Feb 1991
-14.76 14 Jan 1990
Feb 1991

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 1976 - 30 September 2024 (~49 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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.
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Long Term Portfolio No Brainer Portfolio
Year Return Drawdown Return Drawdown
2024
12.98% -3.34% 12.28% -3.15%
2023
16.02% -8.92% 15.77% -8.55%
2022
-14.26% -20.52% -13.89% -19.76%
2021
16.72% -3.20% 15.39% -2.73%
2020
9.40% -19.33% 11.61% -18.24%
2019
21.13% -4.75% 19.82% -5.15%
2018
-7.39% -10.70% -6.41% -11.92%
2017
16.88% 0.00% 15.70% -0.29%
2016
9.22% -4.80% 11.03% -4.44%
2015
-2.18% -8.57% -1.35% -7.81%
2014
5.91% -3.45% 3.78% -3.16%
2013
18.10% -2.66% 22.10% -1.89%
2012
14.19% -7.09% 12.91% -6.94%
2011
-3.35% -16.94% -2.59% -16.20%
2010
13.80% -10.43% 14.15% -9.69%
2009
26.25% -17.28% 22.80% -15.37%
2008
-30.51% -33.62% -26.26% -28.63%
2007
5.66% -5.92% 7.14% -4.50%
2006
19.42% -3.62% 15.27% -3.41%
2005
10.21% -3.30% 7.66% -4.07%
2004
15.66% -4.29% 13.66% -3.04%
2003
30.79% -3.98% 27.39% -4.14%
2002
-10.67% -17.62% -10.88% -16.92%
2001
-4.80% -15.85% -4.49% -14.84%
2000
-2.79% -8.99% -4.63% -10.08%
1999
21.76% -2.43% 18.99% -3.58%
1998
7.54% -15.80% 12.24% -13.95%
1997
13.81% -4.54% 15.88% -4.06%
1996
15.37% -3.55% 12.52% -4.66%
1995
16.95% -1.90% 20.57% -1.62%
1994
-0.18% -6.15% 2.49% -4.18%
1993
23.87% -3.66% 16.21% -3.68%
1992
3.67% -3.34% 4.40% -3.33%
1991
31.77% -4.13% 24.11% -4.26%
1990
-8.84% -15.40% -9.08% -14.76%
1989
25.31% -2.86% 18.78% -2.53%
1988
19.53% -2.49% 17.83% -3.06%
1987
2.59% -20.11% 8.39% -19.71%
1986
22.75% -4.06% 25.39% -4.13%
1985
30.54% -2.54% 32.35% -2.40%
1984
8.43% -3.82% 4.70% -6.54%
1983
22.02% -2.01% 21.16% -2.72%
1982
10.55% -11.34% 17.74% -8.02%
1981
1.38% -8.32% 2.36% -9.62%
1980
22.39% -9.78% 24.96% -10.53%
1979
19.59% -7.08% 19.11% -7.00%
1978
14.86% -7.96% 14.56% -9.37%
1977
8.12% -1.77% 6.69% -2.39%
1976
20.36% -2.40% 19.98% -3.10%