Portfolio Backtest and Simulation

With this Backtesting Tool, you can construct your Portfolio, based on the selected asset classes.

You can simulate your Portfolio and calculate the same metrics that you are already accustomed to seeing on this website.

You can backtest your portfolio, using the following main assets:

  • Stocks: Total Market, Large/Mid/Small, Value/Growth, Sectors, Factors, US/International
  • Fixed Income: Total Market, Government/Corporate, Long/Medium/Short Term, Convertible, US/International
  • Commodities: Gold, Bitcoin, Precious Metals, Broad commodities

For each asset class, you'll find the ETF ticker. However, please note that the ETF's historical series has been enhanced with data from the corresponding index/benchmark or similar index funds.

US Stocks

  • VTI
    US Total Stock Market
  • VTV
    US Large Cap Value
  • SPY
    US Large Cap Blend
  • VUG
    US Large Cap Growth
  • VOE
    US Mid Cap Value
  • IJH
    US Mid Cap Blend
  • IJK
    US Mid Cap Growth
  • IJS
    US Small Cap Value
  • IJR
    US Small Cap Blend
  • IJT
    US Small Cap Growth
  • IUSV
    US Value
  • IUSG
    US Growth

US Theme - Sectors

  • PFF
    US Preferred Stocks
  • ESGV
    US ESG Stocks
  • QQQ
    US Nasdaq
  • VNQ
    US REITs
  • XLC
    US Communication Services
  • XLY
    US Consumer Discretionary
  • XLP
    US Consumer Staples
  • XLE
    US Energy
  • XLF
    US Financials
  • XLV
    US Healthcare
  • XLK
    US Information Technology
  • XLI
    US Industrials
  • XLB
    US Materials
  • XLU
    US Utilities

US Factor - Dividends

  • MTUM
    US Momentum Factor
  • RSP
    US Equal Weight
  • USMV
    US Minimum Volatility
  • VYM
    US High Dividend
  • DES
    US Small Cap High Dividend

International Stocks

  • VT
    World All Countries
  • EFA
    EAFE
  • EFV
    EAFE Value
  • SCZ
    EAFE Small Cap
  • VEA
    Developed Markets
  • EEM
    Emerging Markets
  • VGK
    Europe
  • VPL
    Pacific
  • AAXJ
    Asia ex-Japan
  • REET
    Global REITs
  • IMTM
    Intl Momentum Factor
  • DWX
    Intl Dividend
  • DLS
    Intl Small Cap Dividend

US Fixed Income

  • BND
    US Total Bonds
  • BSV
    US Short Term Total Bonds
  • BIL
    US T-Bills (1-3 months)
  • SHY
    US Treasuries 1-3 Years
  • IEI
    US Treasuries 3-7 Years
  • IEF
    US Treasuries 7-10 Years
  • TLT
    US Long Term Treasuries (+20Y)
  • TIP
    US Inflation Linked Bonds
  • CWB
    US Convertible Bonds
  • NUBD
    US ESG Aggregate Bonds
  • LQD
    Invest. Grade Corporate Bonds
  • HYG
    High Yield Corporate Bonds
  • SPLB
    Long Term Corporate Bonds
  • MBB
    Invest. Grade Mortage Backed

International Fixed Income

  • BNDX
    International Total Bonds
  • EMB
    Emerg. Market Bonds
  • WIP
    Intl Inflation Linked Bonds

Commodity

  • GLD
    Gold
  • DBC
    Broad Commodities
  • GSG
    Broad Commodities
  • GLTR
    Precious Metals
  • ^BTC
    Bitcoin

Build your Portfolio

Choose one or more assets, and for each one input the weight.

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