The Returns Quilt chart tracks the annual returns of every tracked portfolio option over time. The result is a ranked list of investing options over any historical period in a variety of countries. Use this to study portfolio performance in unique market situations and find a trusted portfolio that consistently meets your needs in both good times and bad.
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The interactive charts are sophisticated tools that push the limits of some mobile devices. If it doesn’t work, don’t give up! Visit this page on a laptop or desktop for the full experience.
Overview
The Returns Quilt chart is inspired by popular sources such as the Callan Periodic Table that rank asset classes by performance each year in an easy-to-browse image. But while it borrows the popular investing quilt format, it expands the concept in two important directions:
1. Rather than looking at individual assets, it studies complete portfolios.
2. In addition to tracking annual returns in a simple ranked grid, it also allows you to scale the datapoints by the return value. This helps put the ranked values in proper numerical context.
The end result is a highly flexible tool that can be used to study relative portfolio performance in a wide variety of economic situations. For example:
If you want to study portfolio performance during…
- High inflation and rising interest rates — look at the 10-year period in the United States starting in 1970.
- A massive US stock bubble with declining interest rates — look at the 10-year period in the United States staring in 1990.
- The Japanese stock doldrums — look at the 10-year period in Japan starting in 1990.
By playing with the start date and studying the portfolio ranks over many different timeframes, one can gain critical insight into how each portfolio responded to different situations. For best results, don’t just stop at the default settings! Try different things, and look for portfolio options that performed pretty well no matter what happened.
Featured Walkthrough
Calculations
Annual Real Return
The portfolios are sorted by their inflation-adjusted return for each individual year.
Scale by Rank / Return
Rank — The chart shows the ranked portfolios in order from best at the top to the worst at the bottom.
Return — The order does not change, but the vertical scale accurately reflects the relative return of each portfolio. The higher the point, the higher the return.
Note that the rank/return setting also controls the data labels in the quilt chart.
Start Year
This controls the first year in the chart. The labeled column on the left will always reflect performance in the start year. And the quilt on the right shows the 10-year period beginning in the selected year.
Tracked Portfolio
This controls the line in the quilt chart, and allows you to identify the positions and values for every point of that portfolio in the quilt.
Min/Max Return
When the scale is in Return mode, there are two additional lines labeled max and min. These show the minimum and maximum annual return for the selected portfolio looking at every year on record, even when they’re outside the bounds of the shown 10-years. With that full range, you can see when a certain timeframe was particularly good or bad for an individual portfolio regardless of how it compared to everything else.
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