Constructor
Build a portfolio and test it
Pick funds, set weights and compare with the two strategies. The server runs the same engine, rules and costs as the rest of the site, on the same data.
Start from
On the chart
Up to four at a time.
Long-only, fully invested: no leverage, no short positions. Every trade costs 0.2%.
From the May 31, 2007 close to the Oct 15, 2026 close · 4,875 trading days. Chart points are weekly closes; statistics use every trading day.
| Total return | Annual return | Volatility | Max drawdown | Sharpe ratio | Turnover a year | Trading costs a year | |
|---|---|---|---|---|---|---|---|
| Your portfolio | +695.35% | 11.30% | 12.46% | −32.12% | 0.81 | 20% | 0.04% |
| Aggressive | +584.50% | 10.44% | 12.99% | −37.15% | 0.72 | 21% | 0.04% |
| Balanced | +384.94% | 8.49% | 9.66% | −30.00% | 0.74 | 20% | 0.04% |
| S&P 500 | +619.15% | 10.72% | 19.67% | −55.20% | 0.54 | 0% | 0.00% |
What drove the return
Jun 1, 2007 — Oct 15, 2026 · total return +695.35%
Contribution is a fund's profit as a share of the portfolio's value at the start of the window, in percentage points (pp). Contributions minus trading costs add up exactly to the total return. Weights drift between the quarterly rebalances, so the average weight can differ slightly from the target.
Proxies used before launch
- SCHD: DVY (iShares Select Dividend) before Oct 2011
- GLDM: GLD's price history throughout; we hold GLDM, which tracks the same gold price at a lower fee
- DBMF: RYMFX (Guggenheim Managed Futures) 2007–09, then AQMIX (AQR Managed Futures) from 2010 to May 2019