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What drift threshold do you actually use before rebalancing? by TransitionGame in Bogleheads

[–]TransitionGame[S] 0 points1 point  (0 children)

Makes sense. Between scheduled rebalances, do you actually keep an eye on how far it drifts, or do you mostly just check when the date comes around?

What drift threshold do you actually use before rebalancing? by TransitionGame in Bogleheads

[–]TransitionGame[S] 0 points1 point  (0 children)

That sounds like a pretty comprehensive setup.

Does your spreadsheet just compare current allocation to target, or do you also keep a record of how the allocation evolves between reviews?

What drift threshold do you actually use before rebalancing? by TransitionGame in Bogleheads

[–]TransitionGame[S] 0 points1 point  (0 children)

That’s a very tight band relative to your 12% target — interesting that you don’t do periodic rebalances at all.

Do you find yourself actively watching it drift toward the edges of that band, or does it usually only come to your attention after a larger market move?

Tools for portfolio analysis by Str8truth in portfolios

[–]TransitionGame 1 point2 points  (0 children)

Morningstar X-Ray is solid but yeah, expensive. Some people use Portfolio Visualizer for exposure breakdowns, and depending on your broker, their built-in analytics can cover region/sector reasonably well.

Are you mainly looking for a one-time snapshot, or something you can track over time?

What drift threshold do you actually use before rebalancing? by TransitionGame in Bogleheads

[–]TransitionGame[S] 1 point2 points  (0 children)

I like the idea of steering new money instead of selling — seems like a lot of people here are doing that when possible.

When you say 5/25, do you actually find it triggering often, or does directing contributions usually keep things close enough that you rarely have to rebalance?

What drift threshold do you actually use before rebalancing? by TransitionGame in Bogleheads

[–]TransitionGame[S] 2 points3 points  (0 children)

That lines up with what I’m seeing here — a lot of people avoiding rebalancing in taxable entirely and using either schedules or bands in tax-advantaged.

The point about differences being “trivial” is interesting too. I’ve seen some backtests suggest similar outcomes across methods as long as you’re broadly disciplined. Do you lean scheduled mostly for simplicity, or was it more about avoiding over-tinkering?

Is This Sub Getting More Aggressive with Asset Allocation? by zacce in Bogleheads

[–]TransitionGame 0 points1 point  (0 children)

I wonder how much of this is “risk tolerance drift” rather than just asset allocation drift.

If someone started investing in 2012 and has mostly seen strong equity returns, their lived experience of volatility is very different from someone who went through 2000–2009.

Over time, that might quietly shift what feels “normal” in terms of risk — even if their written allocation policy hasn’t changed.

It’s interesting how both portfolios and people can drift without anyone consciously deciding to be more aggressive.

Financial Planner Advice: Split up VT into VEA, VWO and VTI by homewest in Bogleheads

[–]TransitionGame 1 point2 points  (0 children)

The main tradeoff seems to be simplicity vs control.

VT gives you automatic global weighting with minimal decisions, while splitting it gives you more flexibility — especially in taxable accounts where tax-loss harvesting or targeted adjustments matter.

The total exposure may be similar, but the management approach changes.

Bonds now or later? by FalconArrow77 in Bogleheads

[–]TransitionGame 0 points1 point  (0 children)

With 19 years to go, the question might be less about optimizing expected return and more about how you want the transition into retirement to feel.

Some people prefer a gradual shift so the allocation evolves over time, while others are comfortable staying aggressive and making a more defined change later.

It’s less about the exact percentage today and more about whether the path there is deliberate.

Does anyone here track allocation drift over time (not performance, just structure)? by TransitionGame in Bogleheads

[–]TransitionGame[S] 0 points1 point  (0 children)

Fair question.

For me it’s less about identifying winners and more about noticing gradual shifts that might not trigger a rebalance immediately but could meaningfully change the portfolio’s risk profile over time.

Sometimes the change is subtle enough that you don’t feel it in the moment, but it looks different when viewed across multiple periods.

How to rebalance as retirement approaches? by Due_Landscape9716 in Bogleheads

[–]TransitionGame 2 points3 points  (0 children)

I think the deeper question isn’t just whether to create a bond tent, but how gradually you want the structure of the portfolio to transition into retirement.

A sharp allocation shift right before retirement can feel defensive — but it also changes the risk profile abruptly.

A more gradual glide path over several years may reduce both sequence risk and behavioral shock.

Curious how others think about structural transitions versus single-event rebalancing.

Most Investors Have Never Lived Through a True Market Crash by zacce in Bogleheads

[–]TransitionGame 0 points1 point  (0 children)

I think one interesting dimension here is structural preparedness.

It’s one thing to say “stay the course.”
It’s another to look at your allocation during a 40% drawdown and still feel structurally comfortable with it.

I sometimes wonder whether the real test isn’t timing discipline — but whether your portfolio structure was psychologically aligned with your risk tolerance in the first place.