Analysis Tools

Inputs: Tickers and target weights · Date range · Benchmark

Backtest Portfolio

Test one or more portfolios of ETFs or stocks against decades of real market data, with the full suite of return and risk metrics.

Inputs: Asset-class weights · Date range · Benchmark

Asset Class Backtest

Allocate across US and international stocks, bonds, gold, REITs, commodities, and more — each represented by a widely held ETF.

Simulation

Inputs: Initial balance & horizon · Historical portfolio or manual return/volatility · Contributions or withdrawals

Monte Carlo Simulation

Estimate the range of outcomes your portfolio might experience using thousands of randomized return paths, with a probability of success.

Inputs: Current savings & target · Target date · Monthly contribution

Financial Goals Planner

Estimate your probability of reaching a target by a date — plus the contribution and return it would take.

Inputs: Starting savings & years in retirement · Withdrawal strategy & rate · Historical portfolio or manual return/volatility

Retirement Withdrawal Lab

Estimate the chance your nest egg lasts through retirement, compare spending strategies, find your safe withdrawal rate, and see sequence-of-returns risk in action.

Optimization

Inputs: Ticker list · Date range · Expected-return method

Efficient Frontier

Plot the curve of optimal portfolios and locate the minimum-volatility and maximum-Sharpe mixes.

Inputs: Ticker list · Objective · Min/max weight constraints

Portfolio Optimization

Solve for the minimum-volatility, maximum-Sharpe, risk-parity, or target return/risk portfolio — then see where the risk really sits.

Inputs: A baseline (neutral) allocation · Optional per-asset views + confidence · Weight limits

Black-Litterman Optimizer

A smarter optimizer: start from the market's implied returns and gently tilt toward your own views with a confidence level — avoiding the extreme portfolios plain optimization produces.

Asset Analytics

Inputs: Ticker list · Date range · Return frequency

Asset Correlations

Build a correlation matrix, a diversification score, and spot redundant or diversifying holdings.

Inputs: Ticker list · Date range · Return frequency

Rolling Correlations

Correlations aren't constant — track how each pair's relationship has evolved, plus the basket's average correlation.

Tactical Allocation

Inputs: A risky universe of tickers · A safe / out-of-market asset · The model and its parameters

Tactical Allocation

Test moving-average timing, relative and dual momentum, and volatility targeting against buy & hold — with a full allocation timeline.

Factor Analysis

Inputs: A portfolio or fund (tickers + weights) · Which factors to include · Date range

Factor Analysis

See how much of a portfolio's returns come from common style factors versus genuine skill (alpha) — explained in plain English.

Stress Testing

Inputs: Portfolio tickers + weights · A hypothetical equity shock (e.g. −30%) · A hypothetical interest-rate shock (e.g. +2%)

Stress Test / Scenarios

See exactly how much your portfolio would have dropped in real historical crises, then test 'what-if' shocks — a market crash and a jump in interest rates — using each holding's measured sensitivity.

Research & Data

Inputs: A company ticker (e.g. AAPL, MSFT, KO, JNJ)

Stock Fundamentals

Look up a company's growth, profitability, financial health, valuation, and dividend record, each translated into language any investor can understand.