Assumptions
Defaults are deliberately conservative. History averaged 7.1%. You can dial toward it.
Sliders rebalance to 100%. More bonds narrows the fan. That's diversification doing its job. International starts at 0 for data depth, not doctrine. Its record begins in 1991, so adding it trades history for breadth; the note under the chart shows the active window.
The simple answer: the number every other coast calculator stops at
You could coast at
42
with $329k invested, your coast number
One path, two exit ramps: Coast 42 · Full FI 57
Your target: $1.0M = $40,000 spending ÷ 4.0% withdrawal (25× spending)
The honest answer
A straight line assumes every year earns the average. Real years arrive in an order (crashes clustered, recoveries delayed), and the order is the whole story. So we replay your plan through market history: that one date becomes a probability.
Historical success
…
calculating historical success
Order matters more than average
Two savers can earn the same average return and end up decades apart - it depends on when the bad years land. That's sequence-of-returns risk, and it's the entire reason a coast number is a probability.
We assume less than history gave
US markets returned about 7% after inflation - an unusually lucky century. The default here is 5%. If the future is kinder, you'll be early. That's the good kind of wrong.
Real history, windows disclosed
Returns are drawn in multi-year blocks from Shiller, Damodaran, and Ken French series - so crashes keep their aftermath. Every result names the years it resampled; when a choice shrinks the record (developed-international data starts in 1991, emerging in 1990), we say so.
How the simulation works
Everything runs in your browser - your numbers never leave this page.
The straight-line projection compounds your portfolio at your chosen real return and adds savings each year. One path, three exit ramps: the coast age (growth alone reaches your target by your retire-by age), the barista-shift age (a smaller part-time contribution carries you there), and full FI (the portfolio itself reaches the target).
Because one average return hides the risk that matters, the coast plan is also run through a Monte Carlo simulation over real, inflation-adjusted total returns: starting from your straight-line coast point, thousands of resampled multi-year blocks of history grow the untouched portfolio to your retire-by age and then fund withdrawals - so the order of good and bad years, sequence-of-returns risk, is preserved. Withdrawals are set at your safe-withdrawal rate of the balance at retirement, so below-target histories model a tightened budget rather than a guaranteed income.
Returns are real (inflation-adjusted) USD total returns over the joint history of the sleeves you actually hold. The default 5% expected real return is deliberately below the US historical average - US history is success-biased, and planning to the average overstates your odds. Results are educational, not advice.
Curious about the machinery - why blocks instead of shuffled years, where every series comes from, and the assumptions we deliberately made less rosy? Read the full story: how Coastward works.