TOOLS / BITCOIN PORTFOLIO BACKTEST

What would a Bitcoin sleeve have done?

Put 1 to 20 percent Bitcoin inside a 60/40 and run it through the last decade, rebalancing as you would have. The drawdowns are shown at the same size as the returns.

FREE · NO SIGNUP · MONTHLY DATA, REBALANCED
Preset Portfolios
%
%
%
%
Total:100%
Stocks 55% Bonds 35% Gold 5% Bitcoin 5%
Growth of $10,000
With 5% Bitcoin
$45,485
vs
Without Bitcoin
$29,145
The 5% Bitcoin version finishes with $16,340 more from the same $10,000 starting value
CAGR
With BTC13.9%
Without BTC9.6%
Volatility
With BTC11.1%
Without BTC10.3%
Sharpe Ratio
With BTC1.05
Without BTC0.75
Max Drawdown
With BTC-22.8%
Without BTC-20.3%

Growth of $10,000

With vs without 5% Bitcoin (quarterly rebalancing)

Full Comparison

MetricWith BTCWithout BTC
Total Return354.8%191.4%
CAGR13.9%9.6%
Annualized Volatility11.1%10.3%
Sharpe Ratio1.050.75
Max Drawdown-22.8%-20.3%
Final Value ($10k)$45,485$29,145

Key Takeaway

The Bitcoin version has a CAGR of 13.9%, compared with 9.6% without Bitcoin. Its maximum drawdown is -22.8%, compared with -20.3% for the version without Bitcoin.

The annualised Sharpe ratio is 1.05 with Bitcoin and 0.75 without it, using weekly returns above the same dated Treasury-bill ETF benchmark. This describes the selected historical period.

Try different allocations and start dates above. Want to find the mathematically optimal Bitcoin allocation? Use the Bitcoin Allocation Calculator.

Methodology

Assets: US Stocks = SPY (S&P 500 ETF), Bonds = AGG (iShares Core US Aggregate Bond ETF), Gold = GC=F (gold futures), Bitcoin = BTC-USD. SPY and AGG use dividend- and split-adjusted prices. Bitcoin and gold use unadjusted closes from completed weeks. The gold futures price proxy does not model contract rolls or collateral income.

Rebalancing: Weights drift between rebalance dates based on actual asset returns. Rebalancing resets to target weights at the specified frequency. “None” is pure buy-and-hold with no rebalancing.

“Without BTC” comparison: The same portfolio with the Bitcoin allocation removed and remaining weights scaled proportionally. E.g., 50/30/10/10 becomes 55.6/33.3/11.1/0.

Risk statistics: Volatility uses the sample standard deviation of weekly returns, multiplied by the square root of 52. Sharpe uses the mean weekly return above BIL (a 1 to 3 month US Treasury-bill ETF), divided by the sample standard deviation of those excess returns, then multiplied by the square root of 52. BIL uses dividend-adjusted closes on the same dates and includes fund expenses; it is a cash proxy. This annualisation assumes no serial correlation. Missing cash data or zero excess-return variability produces n/a.

Limitations: Past performance does not predict future results. This backtest does not account for transaction costs, taxes, or slippage.

Go Beyond Backtesting

Portfolio Lab combines asset-manager forecasts with its own Bitcoin scenarios to explore allocations across 57 asset classes.

Open Portfolio Lab, Free

Questions this page answers

What would a 10% Bitcoin portfolio have returned?

A portfolio with 60% stocks, 30% bonds, and 10% Bitcoin, rebalanced annually since 2015, would have significantly outperformed a traditional 60/40 portfolio in total returns while increasing volatility moderately. The exact numbers depend on the start date and rebalancing frequency, so use the backtester to test your specific scenario.

Does adding Bitcoin to a portfolio improve the Sharpe ratio?

Historically, yes. Adding 5-15% Bitcoin to a traditional stock/bond portfolio has improved risk-adjusted returns (Sharpe ratio) in most backtested periods since 2015, despite Bitcoin's high standalone volatility. This is because Bitcoin's low correlation with bonds and moderate correlation with stocks means portfolio-level volatility increases less than portfolio-level returns.

How often should I rebalance a portfolio with Bitcoin?

Annual rebalancing is the most common approach and works well in backtests. More frequent rebalancing (quarterly or monthly) captures more of Bitcoin's volatility premium through systematic buy-low-sell-high, but increases transaction costs and tax events. Threshold-based rebalancing (rebalance when Bitcoin drifts more than 5% from target) is another option.

Keep reading

A backtest says what happened once. The simulator says what a thousand futures do to the same mix.

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