Portfolio Builder + Backtester

Build it. Stress-test it.
Then live with it.

Combine asset classes, see expected return and volatility update in real time, and backtest a 20-year equity curve against the 60/40 benchmark. Powered by a proper covariance matrix, not just a weighted average.

Expected Return

8.5%

annualised

Volatility (σ)

13.0%

annual stdev

Sharpe Ratio

0.30

return per unit risk

Yield

2.4%

div + coupon

Worst Year

-13.0%

95th %ile bad year

Best Year

+29.9%

95th %ile good year

Your allocation

3 assets

100.0% allocated

VOOLarge-Cap

55.0%

VXUSIntl Dev

25.0%

BNDBonds

20.0%

Add an asset class

Famous portfolios

Load a battle-tested allocation

Backtest

$10,000 grown for 20 years

Your portfolio

$37,893

3.79×

60/40 benchmark

$116,898

11.69×

Delta

$-79,005

-67.6% vs 60/40

Drawdown profile

Can you stomach this?

~33% est. max DD

Reality check. A 15-20% drawdown is realistic in a bear market. Plan to ride it out without selling.

Holdings breakdown

The asset-by-asset story

·AssetWeightExp. ret.σYield

VOOLarge-Cap55.0%10.3%16%1.4%

VXUSIntl Dev25.0%7.5%18%3.0%