Portfolio Backtest Lab
Build an allocation, keep the shared history honest, and see the return and volatility figures you could carry into a retirement simulation.
01 / Build the portfolio
Optional cash flowsApply the same deposits or withdrawals to the portfolio and benchmark. None
Blank dates use every eligible month in the selected history. Cash flows begin after the starting observation.
Use YYYY-MM, amount. Negative amounts are withdrawals; positive amounts are contributions. Repeated months are combined.
Timing convention. Each cash flow is applied at month-end after that month’s total return. Withdrawals are sold proportionally across the holdings; contributions are invested at the target weights.
Holdings
Search by ticker, ETF, or company name. Up to 12 holdings.
Total-return basis. The model uses monthly adjusted closes, which reflect distributions and splits. USD holdings are converted to CAD when CAD is selected, and vice versa.
02 / Backtest results
Ready to test an allocation
The tool will use the months shared by every holding, so a newer ETF cannot quietly borrow history it never had.