Backtest Portfolio
Enter one or more portfolios, set your assumptions, and see how they would have performed over history — with growth, drawdowns, rolling returns, correlations, and risk metrics.
Educational use only — not investment advice
This tool is for educational and informational purposes only and does not provide financial, investment, tax, legal, or accounting advice. Results are hypothetical and based on historical data and assumptions that may be inaccurate. Past performance does not guarantee future results. Consult a licensed professional before making investment decisions.
What is the 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.
The Backtest Portfolio tool applies your chosen allocation to historical, split-adjusted prices and dividends to estimate how it would have performed. Compare up to three portfolios side by side against a benchmark, model dividend reinvestment, periodic or threshold rebalancing, contributions and withdrawals, advisory fees, and inflation. Every result is a transparent, reproducible calculation — not a black box.
How to use it
- 1Enter your portfolio: add each ticker (e.g. VTI, BND) and the percentage you'd hold in it — the weights should add up to 100%.
- 2Set your assumptions: pick a start and end date, a benchmark to compare against, and how often to rebalance. Optionally add contributions, fees, or inflation.
- 3Click Run Analysis to see how $10,000 would have grown, alongside CAGR, volatility, Sharpe, and max drawdown. Add up to three portfolios to compare them side by side.
What you'll get
- ✓Growth of $10,000 (nominal and real)
- ✓CAGR, volatility, Sharpe, Sortino, Calmar
- ✓Max drawdown and drawdown periods
- ✓Beta, alpha, R², tracking error vs. benchmark
- ✓Annual returns, rolling metrics, correlations
- ✓CSV and PDF export
↓ Or build your own below
How the Backtest Portfolio works
Returns are built from month-end values; intra-month daily moves are compounded. With dividend reinvestment on, each split-adjusted dividend is added on its ex-date for a true total return. Risk metrics annualize monthly statistics; drawdown is measured on the time-weighted equity curve.