Betterment Robo Advisor 100 Value Tilt Portfolio vs Larry Swedroe Larry Portfolio Portfolio Comparison

Simulation Settings
Period: January 1976 - May 2025 (~49 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/06 - 2025/05)
All Data
(1976/01 - 2025/05)
Inflation Adjusted:
Betterment Robo Advisor 100 Value Tilt Portfolio
1.00$
Invested Capital
June 1995
11.66$
Final Capital
May 2025
8.53%
Yearly Return
15.79%
Std Deviation
-54.55%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
June 1995
5.53$
Final Capital
May 2025
5.87%
Yearly Return
15.79%
Std Deviation
-55.30%
Max Drawdown
71months
Recovery Period
1.00$
Invested Capital
January 1976
189.31$
Final Capital
May 2025
11.19%
Yearly Return
15.50%
Std Deviation
-54.55%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1976
32.82$
Final Capital
May 2025
7.32%
Yearly Return
15.50%
Std Deviation
-55.30%
Max Drawdown
71months
Recovery Period
Larry Swedroe Larry Portfolio
1.00$
Invested Capital
June 1995
5.54$
Final Capital
May 2025
5.87%
Yearly Return
5.51%
Std Deviation
-15.96%
Max Drawdown
48months*
Recovery Period
* in progress
1.00$
Invested Capital
June 1995
2.63$
Final Capital
May 2025
3.27%
Yearly Return
5.51%
Std Deviation
-25.23%
Max Drawdown
48months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1976
56.01$
Final Capital
May 2025
8.49%
Yearly Return
6.73%
Std Deviation
-15.96%
Max Drawdown
48months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1976
9.71$
Final Capital
May 2025
4.71%
Yearly Return
6.73%
Std Deviation
-25.23%
Max Drawdown
48months*
Recovery Period
* in progress

As of May 2025, in the previous 30 Years, the Betterment Robo Advisor 100 Value Tilt Portfolio obtained a 8.53% compound annual return, with a 15.79% standard deviation. It suffered a maximum drawdown of -54.55% that required 63 months to be recovered.

As of May 2025, in the previous 30 Years, the Larry Swedroe Larry Portfolio obtained a 5.87% compound annual return, with a 5.51% standard deviation. It suffered a maximum drawdown of -15.96% which has been ongoing for 48 months and is still in progress.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Betterment Robo Advisor 100 Value Tilt Portfolio
Weight
(%)		 Ticker Name
34.60
VTI
Vanguard Total Stock Market
27.30
EFA
iShares MSCI EAFE
15.00
EEM
iShares MSCI Emerging Markets
9.20
VTV
Vanguard Value
7.50
VOE
Vanguard Mid-Cap Value
6.40
IJS
iShares S&P Small-Cap 600 Value
Larry Swedroe Larry Portfolio
Weight
(%)		 Ticker Name
15.00
IJS
iShares S&P Small-Cap 600 Value
7.50
DLS
WisdomTree International SmallCp Div
7.50
EEM
iShares MSCI Emerging Markets
70.00
IEI
iShares 3-7 Year Treasury Bond
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Portfolio Returns as of May 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1976 - 31 May 2025 (~49 years)
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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_betterment.webp Robo Advisor 100 Value Tilt
Betterment 		5.69 4.87 1.72 11.39 12.69 8.48 8.53 11.19
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_larry_swedroe.webp Larry Portfolio
Larry Swedroe 		2.53 0.75 0.52 6.14 2.45 2.80 5.87 8.49
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

Betterment Robo Advisor 100 Value Tilt Portfolio: an investment of 1$, since June 1995, now would be worth 11.66$, with a total return of 1066.12% (8.53% annualized).

Larry Swedroe Larry Portfolio: an investment of 1$, since June 1995, now would be worth 5.54$, with a total return of 453.60% (5.87% annualized).


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Betterment Robo Advisor 100 Value Tilt Portfolio: an investment of 1$, since January 1976, now would be worth 189.31$, with a total return of 18830.90% (11.19% annualized).

Larry Swedroe Larry Portfolio: an investment of 1$, since January 1976, now would be worth 56.01$, with a total return of 5501.31% (8.49% annualized).


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Portfolio Metrics as of May 31, 2025

The following metrics, updated as of 31 May 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1976 - 31 May 2025 (~49 years)
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Robo Advisor 100 Value Tilt Larry Portfolio
Author Betterment Larry Swedroe
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.39 6.14
Infl. Adjusted Return (%) 8.80 3.68
DRAWDOWN
Deepest Drawdown Depth (%) -3.76 -2.61
Start to Recovery (months) 6 8*
Longest Drawdown Depth (%) -3.76 -2.61
Start to Recovery (months) 6 8*
Longest Negative Period (months) 7 8*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.14 5.38
Sharpe Ratio 0.73 0.27
Sortino Ratio 0.97 0.36
Ulcer Index 1.72 1.26
Ratio: Return / Standard Deviation 1.25 1.14
Ratio: Return / Deepest Drawdown 3.03 2.35
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Robo Advisor 100 Value Tilt Larry Portfolio
Author Betterment Larry Swedroe
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.69 2.45
Infl. Adjusted Return (%) 7.71 -2.08
DRAWDOWN
Deepest Drawdown Depth (%) -24.17 -15.96
Start to Recovery (months) 26 48*
Longest Drawdown Depth (%) -24.17 -15.96
Start to Recovery (months) 26 48*
Longest Negative Period (months) 32 49*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 15.08 7.14
Sharpe Ratio 0.67 -0.02
Sortino Ratio 0.93 -0.03
Ulcer Index 7.46 7.13
Ratio: Return / Standard Deviation 0.84 0.34
Ratio: Return / Deepest Drawdown 0.52 0.15
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Robo Advisor 100 Value Tilt Larry Portfolio
Author Betterment Larry Swedroe
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.48 2.80
Infl. Adjusted Return (%) 5.25 -0.27
DRAWDOWN
Deepest Drawdown Depth (%) -24.17 -15.96
Start to Recovery (months) 26 48*
Longest Drawdown Depth (%) -24.17 -15.96
Start to Recovery (months) 26 48*
Longest Negative Period (months) 36 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 15.03 5.90
Sharpe Ratio 0.45 0.17
Sortino Ratio 0.59 0.23
Ulcer Index 7.15 5.19
Ratio: Return / Standard Deviation 0.56 0.47
Ratio: Return / Deepest Drawdown 0.35 0.18
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Robo Advisor 100 Value Tilt Larry Portfolio
Author Betterment Larry Swedroe
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.53 5.87
Infl. Adjusted Return (%) 5.87 3.27
DRAWDOWN
Deepest Drawdown Depth (%) -54.55 -15.96
Start to Recovery (months) 63 48*
Longest Drawdown Depth (%) -54.55 -15.96
Start to Recovery (months) 63 48*
Longest Negative Period (months) 118 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 15.79 5.51
Sharpe Ratio 0.40 0.65
Sortino Ratio 0.52 0.89
Ulcer Index 13.29 3.30
Ratio: Return / Standard Deviation 0.54 1.07
Ratio: Return / Deepest Drawdown 0.16 0.37
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Robo Advisor 100 Value Tilt Larry Portfolio
Author Betterment Larry Swedroe
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.19 8.49
Infl. Adjusted Return (%) 7.32 4.71
DRAWDOWN
Deepest Drawdown Depth (%) -54.55 -15.96
Start to Recovery (months) 63 48*
Longest Drawdown Depth (%) -54.55 -15.96
Start to Recovery (months) 63 48*
Longest Negative Period (months) 118 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 15.50 6.73
Sharpe Ratio 0.45 0.63
Sortino Ratio 0.59 0.89
Ulcer Index 11.06 2.99
Ratio: Return / Standard Deviation 0.72 1.26
Ratio: Return / Deepest Drawdown 0.21 0.53
Metrics calculated over the period 1 January 1976 - 31 May 2025
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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.

DRAWDOWN COMPARISON
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1976 - 31 May 2025 (~49 years)

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Robo Advisor 100 Value Tilt Larry Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-54.55 63 Nov 2007
Jan 2013
-37.03 55 Apr 2000
Oct 2004
-24.17 26 Jan 2022
Feb 2024
-24.14 11 Jan 2020
Nov 2020
-20.12 11 May 1998
Mar 1999
-15.96 48* Jun 2021
In progress
-14.58 21 Feb 2018
Oct 2019
-13.71 16 Jun 2015
Sep 2016
-11.47 16 Apr 2008
Jul 2009
-6.42 7 Aug 1997
Feb 1998
-5.38 7 Jan 2020
Jul 2020
-5.24 4 Jun 1996
Sep 1996
-5.14 7 May 1998
Nov 1998
-5.06 3 Jan 2000
Mar 2000
-5.00 5 Mar 2005
Jul 2005

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Robo Advisor 100 Value Tilt Larry Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-54.55 63 Nov 2007
Jan 2013
-37.03 55 Apr 2000
Oct 2004
-25.46 17 Sep 1987
Jan 1989
-24.17 26 Jan 2022
Feb 2024
-24.14 11 Jan 2020
Nov 2020
-23.14 24 Dec 1980
Nov 1982
-20.93 14 Jan 1990
Feb 1991
-20.12 11 May 1998
Mar 1999
-15.96 48* Jun 2021
In progress
-14.58 21 Feb 2018
Oct 2019
-13.71 16 Jun 2015
Sep 2016
-12.44 6 Feb 1980
Jul 1980
-11.47 16 Apr 2008
Jul 2009
-9.58 4 Oct 1978
Jan 1979
-9.49 9 Sep 1979
May 1980

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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1976 - 31 May 2025 (~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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Robo Advisor 100 Value Tilt Larry Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 5.69 -2.59 2.53 -0.29
2024
 13.15 -3.76 3.09 -2.61
2023
 17.91 -10.44 6.94 -6.22
2022
 -15.26 -24.17 -11.20 -14.55
2021
 18.02 -3.75 3.41 -2.64
2020
 12.47 -24.14 6.44 -5.38
2019
 25.35 -6.47 10.64 -1.45
2018
 -10.13 -14.58 -3.54 -4.08
2017
 23.37 0.00 7.74 0.00
2016
 11.17 -6.32 6.87 -1.26
2015
 -3.25 -11.66 -0.54 -3.22
2014
 4.80 -4.57 2.38 -2.37
2013
 25.26 -2.77 6.31 -2.41
2012
 17.46 -9.49 7.27 -2.25
2011
 -5.87 -21.44 3.23 -3.97
2010
 15.28 -12.96 10.82 -2.16
2009
 33.82 -19.82 10.12 -7.76
2008
 -39.26 -42.29 -2.44 -7.60
2007
 8.88 -6.67 8.99 -0.45
2006
 21.56 -4.63 9.57 -2.17
2005
 12.96 -5.00 6.71 -1.81
2004
 18.09 -4.14 10.23 -3.98
2003
 38.64 -5.78 16.93 -0.92
2002
 -16.20 -24.90 7.68 -1.92
2001
 -10.62 -23.72 6.47 -2.38
2000
 -8.25 -13.29 10.81 -1.59
1999
 29.44 -3.30 4.08 -3.38
1998
 11.29 -20.12 6.06 -5.14
1997
 15.46 -6.42 8.62 -1.80
1996
 15.79 -5.24 5.81 -1.78
1995
 21.40 -2.18 18.99 0.00
1994
 -0.71 -8.30 -4.77 -7.44
1993
 31.23 -4.22 20.95 -1.55
1992
 2.17 -4.49 9.36 -1.05
1991
 38.61 -5.51 26.47 -2.04
1990
 -12.28 -20.93 1.93 -6.63
1989
 33.54 -3.73 22.14 0.00
1988
 24.10 -3.67 12.93 -1.48
1987
 2.12 -25.46 -0.86 -9.16
1986
 28.15 -5.66 17.85 -3.07
1985
 38.11 -3.15 27.10 -0.72
1984
 6.89 -6.80 12.87 -5.07
1983
 23.93 -2.67 13.15 -1.80
1982
 8.68 -17.47 24.76 -2.37
1981
 -3.48 -12.17 7.24 -5.83
1980
 24.52 -12.44 8.19 -8.91
1979
 19.37 -7.99 11.24 -7.04
1978
 16.43 -9.58 7.42 -5.66
1977
 5.87 -3.49 5.31 -1.98
1976
 20.93 -3.25 18.63 -1.58
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