Portfolio backtest calculator
Pick famous models or asset classes, set the shares — and see how such a portfolio lived through every era from 1926 to today.
What this calculator does
Choose famous portfolios or asset classes, set their shares and see how that mix would have behaved in the past. You can use 17 asset classes, among them US and international stocks, real estate, bonds, gold and commodities, and any of 60 published models. Everything runs in your browser. There is no signup.
What you can set
The start and end year, a starting sum and a monthly deposit, and rebalancing once a year, every month or never. You can also show results after inflation.
What you get
Return per year, final sum, volatility, worst drop, worst calendar year and worst 12 months. A growth chart against the S&P 500, cash and inflation. How the mix passed each of the eras, its results over any N-year period, and which famous models it is closest to.
How far back the data goes
The data is monthly and starts in 1926. Some classes did not exist then: emerging markets have data since 1989, gold since 1968. You can start only when all classes have data, or turn on stand-ins, which replace missing classes with the closest series. Results always show the share of stand-ins. See where the data comes from.
In euros
Switch the currency to euros to see the same portfolios through the eyes of a euro investor: every month the dollar returns are converted at the end-of-month rate, without currency hedging, and inflation is that of the euro area. Before 1999 the German mark stands in for the euro, so the history in euros starts in 1953. Source of rates and prices: the Bank for International Settlements.
What a backtest cannot tell you
A backtest describes the past and does not promise the future. Fees differ, and a mix chosen because it looks good on old data often does worse afterwards.