BacktestFolio · Guides
Practical guides to use BacktestFolio and understand quantitative finance: from backtesting to risk metrics, efficient frontier and withdrawal plans.
Concepts
How to compare ETFs and funds
The method for comparing ETFs and funds on equal terms: normalized performance, rolling returns, correlation and head-to-head comparison.
Read guide →Financial goal planning: Monte Carlo & DCA
How to estimate the probability of reaching a savings goal using Monte Carlo simulation, DCA contributions and inflation.
Read guide →Sharpe, Sortino and Calmar ratios explained
What Sharpe, Sortino, Calmar and Information Ratio measure, how to read them, and when to use one over the other.
Read guide →«Safe» withdrawal rate (SWR) and the 4% rule
How much you can withdraw each year from your portfolio without running out of money: the 4% rule, where it breaks down, and what the research actually says.
Read guide →What is portfolio backtesting
What backtesting is, what it is for, its limitations, and how to interpret capital growth, drawdown and metrics without drawing wrong conclusions.
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How to use
Create your first backtest
How to add funds, weights, base currency and period for your first BacktestFolio backtest, and how to read the results.
Read guide →How to compare ETFs and funds in Analysis
How to add instruments in the Analysis section and read normalized performance, rolling returns and head-to-head comparisons.
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