compoundcoast
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Coast FIRE — real-return band + historical success rate

Are your current investments already enough to grow into your FI number by retirement, with zero further contributions? Most calculators answer with one checkmark at a single 7% guess. This quotes the coast number across a 3 / 5 / 7% real-return band, then replays every start year since 1928 on S&P 500 total return, CPI-deflated, to show the share of history in which coasting actually worked.

S&P 500 total return · asOf 2026-01 CPI-U · asOf 2026-01 Updated 2026-07-06

Assumptions

live · every start year since 1928
The coast horizon is retirement age minus current age.
When you would start drawing on the portfolio.
What you would leave untouched and let compound.
Everything stays in today's dollars — returns are real, so no separate inflation guess.
Simple offset: subtracted from spending before capitalizing. 0 to ignore. Claiming-age gaps not modeled (v1).
FI number = (spending − SS) / rate. 4% traces to Bengen (1994) / Trinity — an adjustable assumption, not a law.
Account type (tax drag)
Taxable drags 1.9% yield × 15% dividend tax each year and 15% long-term gains at the horizon.
100 bps = 1.00%/yr, dragged off the market return every year of the coast.
Replay coasting across every start year since 1928.
—
Coast number (5% real) — FI number — ▲ —
Median real value path Range across start years (p5–p95)
Set your inputs — this replays the decision across every start year, not one lucky rate. Markets vary, so the honest answer is a range, not a single checkmark.

Real terminal value at retirement

history p5 · median · p95 vs assumed band

Coral = 5th-percentile historical outcome, green = median, lime = 95th-percentile — your assets replayed through every actual window, in today's dollars. The band spans the deterministic 3%→7%-real projection, so you can see where the constant-rate assumption sits inside the historical spread.

Realized real CAGR per start year

path dispersion, not sequence risk

Bars right of the “needed” line are start years where coasting reached your FI number; bars left fell short. With a lump sum and no cash flows, terminal value is a pure product of returns — order cannot change it — so this spread is realized-CAGR path dispersion across start years, not “sequence risk” (sequence risk needs contributions or withdrawals to exist).

— Realized real CAGR p5–p95
— Real CAGR needed to coast
Methodology & sources
Show the math ›
Run the calculator to see the worked numbers for your inputs.
Assumptions & sources ›
AssumptionValueSource · asOf
Equity return (backtest) S&P 500 total return Damodaran (NYU Stern), annual · asOf 2026-01 · dividends reinvested
Inflation (real dollars) CPI-U, Dec/Dec BLS · asOf 2026-01 · every window deflated to today's dollars
Coverage 1928–2025 every start year with a full coast-horizon window
Coast band 3 / 5 / 7% real illustrative assumption band, quoted alongside the historical replay — not a forecast
Withdrawal rate 3.0–5.0% (default 4.0%) user assumption; the 4% figure traces to Bengen (1994) / Trinity (1998) 30-year studies
Taxable drag 1.9% yield × 15% div tax /yr + 15% LTCG at horizon illustrative qualified-dividend and long-term rates; state tax and bracket detail not modeled (v1)
Social Security flat annual offset, today's $ simple spending offset; claiming age, COLA timing and benefit taxation not modeled (v1)
Withdrawal-stage tax not modeled tax-advantaged mode ignores tax due on eventual withdrawals — the FI number is treated as pre-withdrawal-tax

Coasting is a lump-sum projection: 100% US large-cap equity, no rebalancing, no further contributions. All outputs are estimates in today's dollars and always quoted as a range (band or p5/median/p95) — a single-rate checkmark is a point estimate, and the history above shows how wide the actual spread has been.

Written by Author to be finalized before launch · Updated 2026-07-06

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