Market returns
Annual nominal total returns per asset, plus the cash rate and inflation, in the
chosen display currency. Built from data/returns.js. EUR/CHF asset returns are derived by
purchasing-power parity (each USD real return re-inflated by local CPI), so their real
returns match USD and only the inflation overlay and native cash rate differ. See the method page for sources.
Growth of 1 unit invested in the chosen start year, log scale (equal vertical distance = equal %). The cumulative product of the annual returns the simulation uses; the table below is the full history.
Yearly returns: each bar is one calendar year. The portfolio views stack how much the stock (80%), bond (10%) and cash (10%) sleeves each contributed that year, so the bar's net height is the whole portfolio's return and you can see what dragged it down (e.g. in 2008 stocks fell hard while bonds and cash held up). Pick a single asset instead for its own return, green for a gain, red for a loss. This is the raw input the simulation resamples; the cumulative chart above smooths it away.
Inflation
Cumulative consumer prices (growth of 1 from 1871, log scale) per currency, the CPI used to deflate to real terms and to grow spending. Under the PPP currency model this is the main thing that differs between USD, EUR and CHF: Swiss inflation is the lowest, so a CHF plan assumes the gentlest cost-of-living drift. Source: Shiller (US), JST Netherlands / Switzerland, Eurostat / SNB (2021+).
Exchange rates
How many US dollars one euro and one franc buy over time (USD per 1 unit), shown for reference only: the simulation converts assets by purchasing-power parity (a USD asset's real return re-inflated by local CPI), not these rates. The visibly broken pre-1950 stretch (e.g. the guilder's 1946 jump from the gold-standard/WWII era) is exactly why, the long historical FX is unreliable, while real exchange rates are roughly flat over the long run. Before 1999 the euro is the Dutch guilder restated at the locked NLG↔EUR rate. Source: JST Macrohistory (to 2020), ECB / FRED (2021+).
Mortality
Annual death probability (qx) by exact age, per source / sex / health. Built from
data/mortality.js. US is engaging-data's exact tables; NL / EU are Eurostat with the
same per-age health ratios.
Probability of still being alive at each age (survival curve), starting from age 0.
Data citations: market returns and inflation from the Jordà-Schularick-Taylor Macrohistory Database; please cite Jordà, Schularick and Taylor (2017), "Macrofinancial History and the New Business Cycle Facts", and for return data Jordà, Knoll, Kuvshinov, Schularick and Taylor (2019), "The Rate of Return on Everything, 1870–2015", QJE 134(3). US market and inflation data from Robert Shiller, Yale University; US mortality from the Social Security Administration; European life tables from Eurostat. Inspired by and verified against engaging-data's "Rich, Broke or Dead".