Scott Burns Margaritaville Portfolio vs Tyler Golden Butterfly Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - April 2025 (~40 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
May 1995
8.55$
Final Capital
April 2025
7.41%
Yearly Return
10.82%
Std Deviation
-38.70%
Max Drawdown
39months
Recovery Period
1.00$
Initial Capital
May 1995
4.06$
Final Capital
April 2025
4.78%
Yearly Return
10.82%
Std Deviation
-39.71%
Max Drawdown
61months
Recovery Period
1.00$
Initial Capital
January 1985
33.86$
Final Capital
April 2025
9.13%
Yearly Return
10.89%
Std Deviation
-38.70%
Max Drawdown
39months
Recovery Period
1.00$
Initial Capital
January 1985
11.17$
Final Capital
April 2025
6.17%
Yearly Return
10.89%
Std Deviation
-39.71%
Max Drawdown
61months
Recovery Period
Tyler Golden Butterfly Portfolio
1.00$
Initial Capital
May 1995
9.62$
Final Capital
April 2025
7.84%
Yearly Return
7.82%
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
May 1995
4.57$
Final Capital
April 2025
5.19%
Yearly Return
7.82%
Std Deviation
-23.47%
Max Drawdown
47months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
28.43$
Final Capital
April 2025
8.65%
Yearly Return
7.64%
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
January 1985
9.38$
Final Capital
April 2025
5.71%
Yearly Return
7.64%
Std Deviation
-23.47%
Max Drawdown
47months*
Recovery Period
* in progress

As of April 2025, in the previous 30 Years, the Scott Burns Margaritaville Portfolio obtained a 7.41% compound annual return, with a 10.82% standard deviation. It suffered a maximum drawdown of -38.70% that required 39 months to be recovered.

As of April 2025, in the previous 30 Years, the Tyler Golden Butterfly Portfolio obtained a 7.84% compound annual return, with a 7.82% standard deviation. It suffered a maximum drawdown of -17.79% that required 30 months to be recovered.

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.

Scott Burns Margaritaville Portfolio
Weight
(%)		 Ticker Name
34.00
VTI
Vanguard Total Stock Market
33.00
VEU
Vanguard FTSE All-World ex-US
33.00
TIP
iShares TIPS Bond
Tyler Golden Butterfly Portfolio
Weight
(%)		 Ticker Name
20.00
IJS
iShares S&P Small-Cap 600 Value
20.00
VTI
Vanguard Total Stock Market
20.00
SHY
iShares 1-3 Year Treasury Bond
20.00
TLT
iShares 20+ Year Treasury Bond
20.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Apr 30, 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 1985 - 30 April 2025 (~40 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Margaritaville
Scott Burns 		2.51 0.76 2.44 11.13 9.08 6.50 7.41 9.13
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tyler.webp Golden Butterfly
Tyler 		2.13 -0.02 1.71 13.22 6.52 6.19 7.84 8.65
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Scott Burns Margaritaville Portfolio: an investment of 1$, since May 1995, now would be worth 8.55$, with a total return of 754.75% (7.41% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since May 1995, now would be worth 9.62$, with a total return of 861.57% (7.84% annualized).


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Scott Burns Margaritaville Portfolio: an investment of 1$, since January 1985, now would be worth 33.86$, with a total return of 3285.94% (9.13% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1985, now would be worth 28.43$, with a total return of 2743.10% (8.65% annualized).


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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1985 - 30 April 2025 (~40 years)
Swipe left to see all data
Margaritaville Golden Butterfly
Author Scott Burns Tyler
ASSET ALLOCATION
Stocks 67% 40%
Fixed Income 33% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 11.13 13.22
Infl. Adjusted Return (%) 8.87 10.92
DRAWDOWN
Deepest Drawdown Depth (%) -2.50 -3.42
Start to Recovery (months) 2 5*
Longest Drawdown Depth (%) -1.59 -3.42
Start to Recovery (months) 2* 5*
Longest Negative Period (months) 6 5*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.66 7.17
Sharpe Ratio 0.95 1.17
Sortino Ratio 1.19 1.60
Ulcer Index 1.07 1.16
Ratio: Return / Standard Deviation 1.67 1.84
Ratio: Return / Deepest Drawdown 4.45 3.86
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Margaritaville Golden Butterfly
Author Scott Burns Tyler
ASSET ALLOCATION
Stocks 67% 40%
Fixed Income 33% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 9.08 6.52
Infl. Adjusted Return (%) 4.35 1.90
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -17.79
Start to Recovery (months) 27 30
Longest Drawdown Depth (%) -21.96 -17.79
Start to Recovery (months) 27 30
Longest Negative Period (months) 34 39
RISK INDICATORS
Standard Deviation (%) 11.60 9.94
Sharpe Ratio 0.56 0.40
Sortino Ratio 0.76 0.56
Ulcer Index 7.50 6.42
Ratio: Return / Standard Deviation 0.78 0.66
Ratio: Return / Deepest Drawdown 0.41 0.37
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Margaritaville Golden Butterfly
Author Scott Burns Tyler
ASSET ALLOCATION
Stocks 67% 40%
Fixed Income 33% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 6.50 6.19
Infl. Adjusted Return (%) 3.33 3.03
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -17.79
Start to Recovery (months) 27 30
Longest Drawdown Depth (%) -21.96 -17.79
Start to Recovery (months) 27 30
Longest Negative Period (months) 34 39
RISK INDICATORS
Standard Deviation (%) 10.80 8.57
Sharpe Ratio 0.44 0.52
Sortino Ratio 0.59 0.72
Ulcer Index 6.09 4.82
Ratio: Return / Standard Deviation 0.60 0.72
Ratio: Return / Deepest Drawdown 0.30 0.35
Metrics calculated over the period 1 May 2015 - 30 April 2025
Swipe left to see all data
Margaritaville Golden Butterfly
Author Scott Burns Tyler
ASSET ALLOCATION
Stocks 67% 40%
Fixed Income 33% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 7.41 7.84
Infl. Adjusted Return (%) 4.78 5.19
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -17.79
Start to Recovery (months) 39 30
Longest Drawdown Depth (%) -22.41 -17.79
Start to Recovery (months) 45 30
Longest Negative Period (months) 62 39
RISK INDICATORS
Standard Deviation (%) 10.82 7.82
Sharpe Ratio 0.47 0.71
Sortino Ratio 0.62 0.95
Ulcer Index 8.25 3.58
Ratio: Return / Standard Deviation 0.68 1.00
Ratio: Return / Deepest Drawdown 0.19 0.44
Metrics calculated over the period 1 May 1995 - 30 April 2025
Swipe left to see all data
Margaritaville Golden Butterfly
Author Scott Burns Tyler
ASSET ALLOCATION
Stocks 67% 40%
Fixed Income 33% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 9.13 8.65
Infl. Adjusted Return (%) 6.17 5.71
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -17.79
Start to Recovery (months) 39 30
Longest Drawdown Depth (%) -22.41 -17.79
Start to Recovery (months) 45 30
Longest Negative Period (months) 62 39
RISK INDICATORS
Standard Deviation (%) 10.89 7.64
Sharpe Ratio 0.55 0.72
Sortino Ratio 0.72 0.96
Ulcer Index 7.40 3.36
Ratio: Return / Standard Deviation 0.84 1.13
Ratio: Return / Deepest Drawdown 0.24 0.49
Metrics calculated over the period 1 January 1985 - 30 April 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 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1985 - 30 April 2025 (~40 years)

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Margaritaville Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-17.79 30 Jan 2022
Jun 2024
-14.81 19 Mar 2008
Sep 2009
-14.40 7 Jan 2020
Jul 2020
-12.82 10 May 2011
Feb 2012
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-9.44 8 May 1998
Dec 1998
-7.16 5 Feb 2020
Jun 2020
-6.86 12 Jun 2002
May 2003
-6.37 8 Sep 2018
Apr 2019
-6.25 14 Feb 2015
Mar 2016

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Margaritaville Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-17.79 30 Jan 2022
Jun 2024
-15.03 14 Sep 1987
Oct 1988
-14.81 19 Mar 2008
Sep 2009
-14.53 14 Jan 1990
Feb 1991
-14.40 7 Jan 2020
Jul 2020
-12.82 10 May 2011
Feb 2012
-10.93 17 Sep 1987
Jan 1989
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-9.44 8 May 1998
Dec 1998
-7.94 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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 April 2025 (~40 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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Margaritaville Golden Butterfly
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 2.51 -1.59 2.13 -0.53
2024
 10.48 -2.90 10.73 -3.42
2023
 15.17 -7.90 11.98 -8.08
2022
 -16.10 -21.96 -13.35 -17.79
2021
 13.33 -2.96 9.35 -2.45
2020
 14.40 -14.40 13.93 -7.16
2019
 20.39 -3.64 18.03 -1.83
2018
 -6.92 -9.97 -4.03 -6.37
2017
 17.22 0.00 10.96 -0.32
2016
 7.53 -3.63 10.82 -3.36
2015
 -2.03 -8.70 -3.71 -6.25
2014
 3.95 -3.16 9.13 -3.27
2013
 13.25 -4.31 6.26 -3.84
2012
 13.94 -5.67 8.84 -2.43
2011
 0.08 -12.82 8.86 -3.00
2010
 11.85 -8.08 16.54 -2.77
2009
 25.18 -13.70 10.77 -10.16
2008
 -26.90 -30.74 -4.18 -13.53
2007
 10.88 -2.84 9.58 -2.06
2006
 14.22 -2.59 12.44 -2.71
2005
 8.11 -2.37 8.04 -1.76
2004
 13.95 -3.39 9.88 -4.36
2003
 26.41 -2.95 18.85 -2.72
2002
 -6.46 -11.78 3.15 -6.86
2001
 -7.87 -14.71 2.71 -4.99
2000
 -2.92 -8.17 6.88 -3.64
1999
 16.49 -2.94 4.24 -3.38
1998
 16.12 -9.72 8.03 -9.44
1997
 14.48 -4.68 13.09 -2.50
1996
 9.11 -2.95 8.18 -2.60
1995
 21.08 -0.70 21.86 -0.40
1994
 1.10 -5.54 -1.98 -4.64
1993
 18.69 -4.43 14.50 -1.37
1992
 1.10 -5.71 9.15 -1.58
1991
 20.28 -3.87 19.14 -1.63
1990
 -7.54 -14.53 -2.51 -7.94
1989
 19.01 -1.19 14.78 -0.89
1988
 16.51 -3.08 9.18 -1.64
1987
 10.87 -15.03 5.10 -10.93
1986
 31.94 -5.15 17.75 -2.42
1985
 35.93 -1.79 25.09 -1.93
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