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I'm interested to see how a potential "beat-it-or-join-it" benchmark portfolio has done since 1995 or so, so it includes the dot.com timeframe if possible. The portfolio is:

DIA	15.0%
SPY	10.0%
RSP	10.0%
QQQ	10.0%
QQQE	10.0%
IWM	10.0%
EFA	10.0%
EEM	10.0%
BIL	15.0%

One of my issues is that QQQE didn't come into existence until 2012. I'd also like to see how a quarterly rebalance looks.

Putting this into GTR1 is *way* outside my capability.

If someone is inclined to getting this up and running I would be most appreciative.

My brother and I are managing a portfolio for our Mom, and we want some legitimate benchmark to reference. This is one of them that we are tracking, but having some historical information would be helpful.

TIA, Tails

gtr1 only does US stocks. There are other websites for asset allocation, for example [Apr 2012 - Mar 2024]: https://www.portfoliovisualizer.com/backtest-portf...

Ticker  CAGR  Stdev  MDD   SharpeRatio
  DIA   13%    15%   -23%      0.81
  SPY   14%    15%   -24%      0.91
  RSP   13%    16%   -27%      0.75
  QQQ   20%    18%   -33%      1.04
 QQQE   16%    17%   -29%      0.90
  IWM   10%    20%   -32%      0.52
  EFA    6%    15%   -28%      0.39
  EEM    1%    17%   -37%      0.10
  BIL    1%     0%    0%

correlations:

Ticker   DIA    SPY    RSP   QQQ   QQQE    IWM   EFA   EEM    BIL   Portfolio 1
  DIA     1    0.95   0.94   0.79  0.86   0.84   0.85  0.65  -0.05      0.93
  SPY   0.95     1    0.96   0.91  0.94   0.87   0.87  0.69  -0.02      0.98
  RSP   0.94   0.96     1    0.81   0.9   0.92   0.88  0.71  -0.08      0.97
  QQQ   0.79   0.91   0.81     1   0.94   0.75   0.77  0.63  0.02       0.9
 QQQE   0.86   0.94    0.9   0.94    1    0.86   0.84  0.69  -0.02      0.96
  IWM   0.84   0.87   0.92   0.75  0.86     1    0.77  0.63  -0.08      0.91
  EFA   0.85   0.87   0.88   0.77  0.84   0.77     1   0.82  0.01       0.92
  EEM   0.65   0.69   0.71   0.63  0.69   0.63   0.82    1     0        0.79
  BIL   -0.05  -0.02  -0.08  0.02  -0.02  -0.08  0.01    0     1       -0.03

Asset classes can be tested, for example Emerging Markets [Jan 1995 - Mar 2024]: https://www.portfoliovisualizer.com/backtest-asset...

QQQ has become more correlated with SPY, as software eats the world. As a benchmark, I would just use SPY for US stocks and not overthink it. The stocks/bonds and US/Europe/Emerging decisions are important asset allocation decisions. The type of bond investment is also important (duration, credit risk, ETF or individual bonds).

For the US stock market, DIA RSP QQQ QQQE are all highly correlated with SPY. SPY is guaranteed to return the average investor return (dollar weighted, profitable companies), and so is a starting point.

QQQ SPY IJR can be compared with drawdown charts and rolling returns:
https://www.portfoliovisualizer.com/backtest-portf...

Lizdal: gtr1 only does US stocks. There are other websites for asset allocation, for example . .
Portfoliovisualizer.com

GTR1 does ETF’s and indexes also, anything on yahoo that’s not DragonTails problem.
He wants to go test QQQE before 2012 before that ETF existed.

He can go back another 4 years by using QQEW First Trust NASDAQ-100 Equal Wtd ETF
Which starts in December of ’07.
https://www.portfoliovisualizer.com/backtest-portf...

The CRSP Stock Database-only subscribers have access to the historical
"CRSP NYSE/NYSE MKT/NASDAQ/Arca Equal- and Value Weighted Indexes, the S&P 500 Composite, and the NASDAQ Composite".

But I can’t find the data elsewhere.

RAM

GTR1 has this available:

Symbol    Company                                              Start Date  End Date
^NDX      Nasdaq 100 Index                                     1/3/1983    4/23/2024
^NDXP     Pseudo Nasdaq 100 - Price Ret - Mkt Cap Wt           12/14/1972  4/23/2024
^NDXPT    Pseudo Nasdaq 100 - Tot Ret - Mkt Cap Wt             12/14/1972  4/23/2024
^NDXPTE   Pseudo Nasdaq 100 - Tot Ret - Equal Wt               12/14/1972  4/23/2024
^NDXPTL2  Pseudo Nasdaq 100 - Tot Ret - Mkt Cap Wt - Long 2x   12/14/1972  4/23/2024
^NDXPTL3  Pseudo Nasdaq 100 - Tot Ret - Mkt Cap Wt - Long 3x   12/14/1972  4/23/2024
^NDXPTS1  Pseudo Nasdaq 100 - Tot Ret - Mkt Cap Wt - Short 1x  12/14/1972  4/23/2024
^NDXPTS2  Pseudo Nasdaq 100 - Tot Ret - Mkt Cap Wt - Short 2x  12/14/1972  4/23/2024
^NDXPTS3  Pseudo Nasdaq 100 - Tot Ret - Mkt Cap Wt - Short 3x  12/14/1972  4/23/2024

Start dates for etf:
emerging markets EEM May 2003
Europe EFA Sep 2001

10 year TR:
etf QQQE 13.31
gtr1 QQQew 13.95
https://gtr1.net/2013/?~QQQew:s20140423h63f0.4::na...

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