Quantbase · investment strategy
by Quantbase
A simple portfolio (non-quantitative) that offers our take on the Bogleheads three-fund model.
Description from Quantbase
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
Each rule is quoted word for word from the strategy's own documents.
“60% VTI, 20% VEU, 20% BND”
“the total-market tracking of basic asset classes”
3 positions as of 2026-08-22 · 5 snapshots on file
by the source.
Fitted to 78 returns (composite) from 2023-10-31 to 2026-10-05. An estimate, not holdings: it can't name stocks.
· : 0.97 · Holdings take precedence for verdicts.
Beta to the S&P 500: 0.76 (90%: 0.71 to 0.79)
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
2.7% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-06-30)
No stated fossil-fuel rule; the exposure is shown for reference. : 83% · 2026-08-22
0.0% of weight in (SPY: 0%)
Neither stated nor held. : 100% · 2026-08-22
Strategies that share its Multi-asset label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
2 missing
The text the rules are quoted from, with where it came from.
Risk section: generally underperforms the S&P 500 during strong equity growth
The three-fund model was popularized by Bogleheads, a forum of investing enthusiasts named after Jack Bogle, founder of Vanguard. This fund type is attractive to those by Bogle's ethos of 'the majesty of simplicity' due to the total-market tracking of basic asset classes. You can create these portfolios yourself outside of Quantbase as well.
Great to add to a selection of portfolios that are either very genre-specific, or just very risky in general; Perfect for Bogleheads who want simple exposure to a "lazy" portfolio that automatically rebalances; The international exposure here is an interesting play for diversifying away from US sentiment, but is ultimately a very low portion that doesn't make or break the portfolio
Underperforms S&P in annual return. The larger bond allocation means it underperforms during periods of high growth. This strategy invests in fractional shares when available. When not available, it will invest in the nearest (lower) whole number of shares. Please note that this number may be 0 if your investment in this strategy is sufficiently low, meaning our investment strategy advertised returns will be different from your returns.
A simple portfolio (non-quantitative) that offers our take on the Bogleheads three-fund model.
Every value on file, each labelled with its calculation basis and as-of date.
| Last rebalance date | 2026-08-22 | 2026-10-05 | |
| Rebalance frequency | quarterly | 2026-10-05 | |
| Rebalancing (methodology text) | Quarterly |
| Brokerage / custodian | Alpaca | 2026-10-05 | |
| Management / advisory fee | 1.00% |
| Metrics calculated through | 2026-10-05 | 2026-10-05 |
| Program in the firm's Form ADV brochure | url: https://files.adviserinfo.sec.gov/IAPD/Content/Common/crd_iapd_Brochure.aspx?BRCHR_VRSN_ID=1043543 · name: Bogleheads Three-Fund Portfolio (Quantbase) · covers: 1 · source_key: quantbase_surmount|11 · original_name: Bogleheads 3 Funds Portfolio |
| Correlation to SPY (Quantbase data field) (basis not stated) | 0.98 | 2026-10-05 | |
| Correlation to SPY (full history) (client composite) | 0.98 | 2026-10-05 |
| Annual return (Quantbase data field) (basis not stated) | 9.76% | 2026-10-05 | |
| Backtest end date (Quantbase data field) | 2022-12-01 | 2026-10-05 | |
| Return since chart start (cumulative) (client composite) | 55.32% | 2026-10-05 | |
| Return, rolling 1 year (client composite) | 8.32% | 2026-10-05 |
| Daily volatility over the chart range (client composite) | 0.62% | 2026-10-05 | |
| Max drawdown (Quantbase data field) (basis not stated) | -16.75% | 2026-10-05 | |
| Max drawdown over the chart range (client composite) | -14.14% | 2026-10-05 | |
| Monthly volatility over the chart range (client composite) | 2.90% | 2026-10-05 | |
| Sharpe ratio (Quantbase data field) (basis not stated) | 2.69 | 2026-10-05 | |
| Sharpe ratio from daily returns over the chart range (client composite) | 1.04 | 2026-10-05 | |
| Volatility (Quantbase data field) (basis not stated) | 0.03% | 2026-10-05 | |
| Volatility over the chart range, annualized from daily (×√252) (client composite) | 9.84% | 2026-10-05 |
| Qualitative risk score (Quantbase data field) | 2.25 | 2026-10-05 | |
| Risk score 0-5 (Quantbase) | 2.58 | 2026-10-05 |
| Experience minimum: bonds | 0 | 2026-10-05 | |
| Experience minimum: crypto | 0 | 2026-10-05 | |
| Experience minimum: equity | 0 | 2026-10-05 | |
| Experience minimum: leverage | 0 | 2026-10-05 | |
| Experience minimum: options | 0 | 2026-10-05 |
Composer Technologies · Composer
Composer Technologies · Composer
