Portfolio value at horizon — $ invested, equal-weighted
Methodology: daily returns are computed from trailing 1-year closing prices per ticker (source: Twelve Data). Portfolio return/volatility assumes equal dollar weighting and is the realized statistic of the blended daily return series, not a forward-looking forecast. The 68% range uses ±1 standard deviation of annualized volatility around the annualized mean return; the 90% range uses ±1.65 standard deviations, both under a normal-distribution approximation — real markets have fatter tails than this implies, so treat the wide range as a floor on uncertainty, not a ceiling.