Portfolio backtest
Pick instruments and weights, a start date, an amount and how often to rebalance. The backtest replays the daily closing prices and shows how the mix grew, how deep it fell and how long it took to recover, next to a benchmark. The settings live in the link, so you can share or bookmark a test.
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Prices: daily closing prices from the Bucharest Stock Exchange (bvb.ro), end of day. Returns are price returns: dividends are not reinvested unless the instrument is a total-return index such as BET-TR, so share portfolios understate what a holder received. No trading costs, taxes, spreads or currency effects are included.
Method: on day one the amount is split by the target weights; monthly additions go in on the first trading day of each month at the target weights; calendar rebalancing happens on the first trading day of each new month, quarter or year; band rebalancing on any day a weight drifts past the band. CAGR = (end ÷ start)^(1 ÷ years) − 1 on the time-weighted value; volatility = standard deviation of monthly returns × √12; Sharpe = (average monthly excess return × 12) ÷ volatility; Sortino uses only the months below the risk-free rate in the denominator.
Past returns do not tell you future returns. For information and education only, not investment advice.