Developed World ex-US 40/60 Momentum Portfolio vs Tyler Golden Butterfly with Bitcoin Portfolio Portfolio Comparison

Simulation Settings

Period: January 2011 - February 2026 (~15 years)
Consolidated Returns as of 28 February 2026

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

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Results

All Data
(2011/01 - 2026/02)

Inflation Adjusted:

Developed World ex-US 40/60 Momentum Portfolio

1.00$
Invested Capital
January 2011
2.18$
Final Capital
February 2026
5.27%
Yearly Return
6.71%
Std Deviation
-19.40%
Max Drawdown
35months
Recovery Period

1.00$
Invested Capital
January 2011
1.47$
Final Capital
February 2026
2.56%
Yearly Return
6.71%
Std Deviation
-27.53%
Max Drawdown
62months*
Recovery Period
* in progress

Tyler Golden Butterfly with Bitcoin Portfolio

1.00$
Invested Capital
January 2011
12.14$
Final Capital
February 2026
17.89%
Yearly Return
34.74%
Std Deviation
-39.02%
Max Drawdown
28months
Recovery Period

1.00$
Invested Capital
January 2011
8.17$
Final Capital
February 2026
14.86%
Yearly Return
34.74%
Std Deviation
-39.66%
Max Drawdown
29months
Recovery Period

As of February 2026, over the analyzed timeframe, the Developed World ex-US 40/60 Momentum Portfolio obtained a 5.27% compound annual return, with a 6.71% standard deviation. It suffered a maximum drawdown of -19.40% that required 35 months to be recovered.

As of February 2026, over the analyzed timeframe, the Tyler Golden Butterfly with Bitcoin Portfolio obtained a 17.89% compound annual return, with a 34.74% standard deviation. It suffered a maximum drawdown of -39.02% that required 28 months to be recovered.

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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.

Resources & Extras

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Developed World ex-US 40/60 Momentum Portfolio

Weight (%)	Ticker	Name
40.00	IMTM	iShares MSCI Intl Momentum Factor ETF
60.00	BNDX	Vanguard Total International Bond

Tyler Golden Butterfly with Bitcoin 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
18.00	GLD	SPDR Gold Trust
2.00	^BTC	Bitcoin

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Portfolio Returns as of Feb 28, 2026

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

All Data
(2011/01 - 2026/02)

Inflation Adjusted:

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Developed World ex-US 40/60 Momentum	1 $	2.18 $	117.90%	5.27%
Golden Butterfly with Bitcoin Tyler	1 $	12.14 $	1 114.09%	17.89%
	Jan 2011	Feb 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Developed World ex-US 40/60 Momentum	1 $	1.47 $	46.67%	2.56%
Golden Butterfly with Bitcoin Tyler	1 $	8.17 $	717.21%	14.86%
	Jan 2011	Feb 2026

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		Return (%) as of Feb 28, 2026
		YTD (2M)	1M	6M	1Y	5Y	10Y	MAX (~15Y)
	Developed World ex-US 40/60 Momentum -- Market Benchmark	5.19	2.54	8.89	17.40	4.90	5.90	5.27
	Golden Butterfly with Bitcoin Tyler	6.38	2.63	14.59	22.59	8.54	12.11	17.89
Returns over 1 year are annualized.

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Portfolio Metrics as of Feb 28, 2026

The following metrics, updated as of 28 February 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

Period: 1 March 2025 - 28 February 2026 (1 year)

Period: 1 March 2021 - 28 February 2026 (5 years)

Period: 1 March 2016 - 28 February 2026 (10 years)

Period: 1 January 2011 - 28 February 2026 (~15 years)

1 Year

5 Years

10 Years

All (2011/01 - 2026/02)

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	Developed World ex-US 40/60 Momentum	Golden Butterfly with Bitcoin
Author		Tyler
ASSET ALLOCATION
Stocks	40%	40%
Fixed Income	60%	40%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	17.40	22.59
Infl. Adjusted (%)	14.65	19.71
DRAWDOWN
Deepest Drawdown Depth (%)	-0.97	-0.75
Start to Recovery (months)	2	3
Longest Drawdown Depth (%)	-0.80	-0.75
Start to Recovery (months)	2	3
Longest Negative Period (months)	1	2
RISK INDICATORS
Standard Deviation (%)	4.56	5.16
Sharpe Ratio	2.93	3.59
Sortino Ratio	3.89	5.18
Ulcer Index	0.35	0.28
Ratio: Return / Standard Deviation	3.82	4.38
Ratio: Return / Deepest Drawdown	17.89	30.00
Metrics calculated over the period 1 March 2025 - 28 February 2026

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	Developed World ex-US 40/60 Momentum	Golden Butterfly with Bitcoin
Author		Tyler
ASSET ALLOCATION
Stocks	40%	40%
Fixed Income	60%	40%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	4.90	8.54
Infl. Adjusted (%)	0.44	3.92
DRAWDOWN
Deepest Drawdown Depth (%)	-19.40	-18.76
Start to Recovery (months)	35	27
Longest Drawdown Depth (%)	-19.40	-18.76
Start to Recovery (months)	35	27
Longest Negative Period (months)	36	32
RISK INDICATORS
Standard Deviation (%)	8.08	10.25
Sharpe Ratio	0.21	0.52
Sortino Ratio	0.28	0.70
Ulcer Index	7.43	6.71
Ratio: Return / Standard Deviation	0.61	0.83
Ratio: Return / Deepest Drawdown	0.25	0.46
Metrics calculated over the period 1 March 2021 - 28 February 2026

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	Developed World ex-US 40/60 Momentum	Golden Butterfly with Bitcoin
Author		Tyler
ASSET ALLOCATION
Stocks	40%	40%
Fixed Income	60%	40%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	5.90	12.11
Infl. Adjusted (%)	2.54	8.55
DRAWDOWN
Deepest Drawdown Depth (%)	-19.40	-18.76
Start to Recovery (months)	35	27
Longest Drawdown Depth (%)	-19.40	-18.76
Start to Recovery (months)	35	27
Longest Negative Period (months)	56	34
RISK INDICATORS
Standard Deviation (%)	7.06	9.73
Sharpe Ratio	0.54	1.03
Sortino Ratio	0.70	1.44
Ulcer Index	5.46	4.96
Ratio: Return / Standard Deviation	0.84	1.24
Ratio: Return / Deepest Drawdown	0.30	0.65
Metrics calculated over the period 1 March 2016 - 28 February 2026

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	Developed World ex-US 40/60 Momentum	Golden Butterfly with Bitcoin
Author		Tyler
ASSET ALLOCATION
Stocks	40%	40%
Fixed Income	60%	40%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	5.27	17.89
Infl. Adjusted (%)	2.56	14.86
DRAWDOWN
Deepest Drawdown Depth (%)	-19.40	-39.02
Start to Recovery (months)	35	28
Longest Drawdown Depth (%)	-19.40	-23.09
Start to Recovery (months)	35	44
Longest Negative Period (months)	56	43
RISK INDICATORS
Standard Deviation (%)	6.71	34.74
Sharpe Ratio	0.58	0.48
Sortino Ratio	0.76	1.34
Ulcer Index	4.71	13.21
Ratio: Return / Standard Deviation	0.79	0.52
Ratio: Return / Deepest Drawdown	0.27	0.46
Metrics calculated over the period 1 January 2011 - 28 February 2026

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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 March 2016 - 28 February 2026 (10 years)

Period: 1 January 2011 - 28 February 2026 (~15 years)

Chart Table

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Developed World ex-US 40/60 Momentum			Golden Butterfly with Bitcoin
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
			-39.02	28	Jul 2011 Oct 2013
			-23.09	44	Dec 2013 Jul 2017
-19.40	35	Sep 2021 Jul 2024
			-18.76	27	Jan 2022 Mar 2024
-8.94	15	May 2011 Jul 2012
			-7.90	5	Feb 2020 Jun 2020
-7.72	5	Feb 2020 Jun 2020
			-7.00	8	Sep 2018 Apr 2019
-6.00	14	Feb 2018 Mar 2019
-5.38	14	May 2015 Jun 2016
-5.17	6	May 2013 Oct 2013
-4.27	8	Aug 2016 Mar 2017
			-3.45	7	Dec 2024 Jun 2025
			-3.38	4	Apr 2024 Jul 2024
			-2.57	2	Sep 2021 Oct 2021

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 2011 - 28 February 2026 (~15 years)

Rolling Period:

Developed World ex-US 40/60 Momentum
Golden Butterfly with Bitcoin

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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	Developed World ex-US 40/60 Momentum		Golden Butterfly with Bitcoin
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2026	5.19	0.00	6.38	0.00
2025	15.52	-0.97	17.90	-0.98
2024	7.00	-2.55	12.62	-3.45
2023	10.83	-4.47	14.83	-7.40
2022	-14.37	-19.07	-14.62	-18.76
2021	1.27	-2.17	10.62	-2.57
2020	11.65	-7.72	19.50	-7.90
2019	14.52	-0.27	19.52	-0.42
2018	-4.03	-6.00	-5.46	-7.00
2017	11.62	-0.20	38.09	-0.53
2016	2.96	-4.27	13.14	-2.92
2015	0.07	-5.38	-2.81	-5.90
2014	1.57	-1.52	8.05	-3.49
2013	8.39	-5.17	130.58	-23.09
2012	12.90	-3.09	12.33	-2.22
2011	-0.59	-8.94	38.12	-39.02

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Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Feb 28, 2026

Portfolio Metrics as of Feb 28, 2026

Drawdowns

Rolling Returns

Yearly Returns