Portfolio Playground
Build, analyze, and compare investment portfoliosAboutSource CodeDisclaimerFor informational and educational purposes only — not financial advice. The author is not a financial advisor, and use of this tool does not create an advisory relationship. Data may be inaccurate, delayed, or incomplete. The author assumes no liability for any losses or damages arising from reliance on information provided. Consult a qualified financial professional before making investment decisions.
Range
Presets:
Holdings: VOO 100%
Holdings: QQQ 100%
Holdings: VEA 100%
Holdings: VWO 100%
Holdings: GLD 100%
Holdings: IBIT 100%
Holdings: VIXY 100%
Results
Portfolio PerformanceHow this chart worksEach portfolio starts at $100 on the first day. Dividends are reinvested. The curve shows how that initial investment would have grown (or shrunk) over time.
The dashed line marks the starting value.
Results assume buy-and-hold with no rebalancing. Weights drift with market movements over time.
Each portfolio starts at $100 on the first day. Dividends are reinvested. The curve shows how that initial investment would have grown (or shrunk) over time.
The dashed line marks the starting value.
Results assume buy-and-hold with no rebalancing. Weights drift with market movements over time.
- S&P 500
- Developed Markets ex-US
- Emerging Markets
Portfolio Statistics
| Portfolio | Total ReturnTotal Ret.Total ReturnThe overall gain or loss of an investment over the selected period, including capital appreciation and dividends, expressed as a percentage. | Annualized ReturnAnn. ReturnAnnualized ReturnThe geometric average yearly return. It shows what annual return would produce the same total return if compounded each year. | VolatilityVolatilityA measure of risk based on the standard deviation of returns. Higher volatility means larger price swings and greater uncertainty. | Sharpe RatioSharpeSharpe RatioRisk-adjusted return: (portfolio return − risk-free rate) ÷ volatility. Uses 3-month T-bill rate as risk-free rate. Falls back to 5% annual rate if T-bill data is unavailable. Higher is better. | Sortino RatioSortinoSortino RatioLike the Sharpe ratio, but only downside moves count as risk: (portfolio return − risk-free rate) ÷ downside deviation, which uses only returns below the risk-free rate. Higher is better. | Max DrawdownMax DDMax DrawdownThe largest peak-to-trough decline during the period. It shows the worst-case loss an investor could have experienced. |
|---|---|---|---|---|---|---|
| S&P 500 | +103.02% | +20.24% | 14.67% | 1.03 | 1.50 | −18.69% |
| Developed Markets ex-US | +79.43% | +16.44% | 15.45% | 0.78 | 1.13 | −13.45% |
| Emerging Markets | +54.90% | +12.07% | 16.19% | 0.51 | 0.74 | −17.37% |
Jan 3, 2023 – Nov 6, 2026 · USD · Dividends reinvested · Buy-and-hold, no rebalancing · Annualized over calendar time (annualized return needs about a year of data) · Sharpe and Sortino use the average 13-week US T-bill rate when positive
AI Analysis
AI-generated analysis may be inaccurate or incorrect. Always verify with the actual data.Compare: S&P 500, Developed Markets ex-US, Emerging Markets
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