Backtest your portfolio strategy

Set up your backtest →

Build a portfolio using any listed ETFs, and compare to a selected benchmark. When you run your backtest, you'll see:

Daily performance metrics

Your backtested portfolio value, current allocation, drawdowns, and metrics like Sharpe Ratio are all based on daily returns.

Portfolio Income

Annualized portfolio income for both your portfolio and the benchmark, with full visibility into individual dividend payments.

Tax Analysis

See tax-lot level capital gain (and loss) data to understand the tax-efficiency of your portfolio strategy.

Full trade history

Understand your strategy at the finest level of detail with visibility into every transaction and the reasons why the model traded.

Configure your own custom backtest below,
or

Initial balance

Start Date

End Date

Rebalancing Method

Tax Lot Selection

First In, First Out (FIFO)

The oldest tax lots will be sold first.

Tax-Efficient Loss Harvester

Tax lots will be sold in the following order: short-term losses, long-term losses, long-term gains, short-term gains.

Share Rounding

Whole Shares

Only buy and sell whole shares. Leftover funds will be held in cash.

Fractional Shares

Invest in fractional shares up to 5 decimal points (increments of 0.00001 share).

Advanced Settings

Avoid wash sales

Wash sales occur when an asset is sold for a loss and repurchased within 30 days. When this happens, you can't capture some capital losses.

Avoid short-term gains

When an asset is sold (i.e. to rebalance), you can avoid selling lots with short-term gains. Short-term gains receive the highest tax rate.

Choose your Asset Allocation

Search for any listed ETF by name or ticker, or enter the tickers you'd like to use. All weights must be between 0 and 100%.

Benchmark Asset

Optionally, choose any ticker to use as a benchmark. We will simulate a comparison portfolio with a 100% allocation to that ticker.

or start over

backtestgo

Got feedback? I'd love to hear from you. DM me on Twitter ↗

The Content is for informational and entertainment purposes only, you should not construe any such information or other material as legal, tax, investment, financial, or other advice. Nothing contained on our Site constitutes a solicitation, recommendation, endorsement, or offer by this website or its creator or any third party service provider to buy or sell any securities or other financial instruments in this or in any other jurisdiction in which such solicitation or offer would be unlawful under the securities laws of such jurisdiction.