Hi folks. Just curious what, if anything, folks are using to analyze historical performance of portfolios.
I've played a little bit with ETFReplay.com today. It's actually kind of nice for a quick look, but I don't know that the full access is worth $30/mo.
Their free tool isn't bad:
FolioFN will let you do backtesting, but you have to have an account. Their system would probably work pretty well for a lot of people, actually, and I've been thinking about opening an account just to try them out anyway. (As if I need any more accounts anywhere right now.)
But I'm really looking for something to do target-allocation with periodic rebalances (with or even without bands for trade triggers - since this is theoretical anyway, I don't mind if it's a hard rebalance to fixed percentages), and to include mutual funds, ETFs and equities, to run the allocations over various historical time periods, show returns, volatilities, etc.
I've done a lot of this by hand on spreadsheets in the past and maintain a pretty decent sized database of historical prices for a batch of symbols (thanks, Yahoo), but I just can't justify the time it would take to roll my own tools.
I've noted a couple of other tools, none of them cheap - such as Kwanti and MultiCharts.
And I'm certainly hoping to avoid the expense of something like MStar Principia, though that appears to be the standard (ie. I see financial journalists refer to screens and other research they've done through it all the time).
Anyway, I'd love to hear what folks use, if they use anything at all.