Free portfolio backtest
Pick up to five ETFs and their weights, choose how often to rebalance and a fund to compare with. The backtest uses real monthly returns with dividends reinvested and shows the annual return, the deepest fall and every calendar year.
Loading monthly returns…
Monthly total returns with dividends reinvested; the funds’ own costs are included, trading costs and taxes are not. Historical simulation, not a forecast and not investment advice.
How to read the result
CAGR is the average yearly growth rate over the whole period. Volatility measures how much returns swung around their average; maximum drawdown is the deepest fall from a previous high, measured at month-ends.
Compare the portfolio with the reference fund on the same months: a mix that returned a little less but fell much less may be easier to hold through a crisis, which matters as much as the return itself.
Questions
What is a portfolio backtest?
A backtest replays a portfolio over past market data: it shows what a given mix of funds, with a given rebalancing rule, would have returned and how far it would have fallen. It describes the past, which helps compare choices, but it does not predict future returns.
Which data does this backtest use?
Monthly total returns with dividends reinvested, computed from end-of-day prices of each ETF. The backtest starts in the first month that all chosen funds and the comparison fund have in common. Drawdowns are measured on month-end values, so they can look slightly smaller than daily drawdowns.
How does rebalancing work here?
Between rebalancing dates the weights drift with each fund’s returns; on each date (end of every month, quarter or year) they go back to your targets. “Never” lets the weights drift for the whole period.
Can I backtest European ETFs?
Yes: UCITS ETFs such as VWCE, SWDA, CSSPX or EIMI are available. Returns are in each fund’s trading currency, so mixing US-dollar and euro funds also mixes currency effects; the calculator warns you when that happens.
What does the full MEDGE backtest add?
Daily data, any listed ticker and many more holdings, transaction costs, cash flows, per-holding attribution, risk contribution, stress tests on past crises and Monte Carlo projections.
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Source: MarketStack end-of-day prices, total return with dividends reinvested. Figures are historical and descriptive; they are not forecasts and not investment advice. MEDGE Capital does not recommend buying or selling any instrument. Risk disclaimer.