Methodology

This page states where the data comes from and how each number is computed, so you can check a result or compare it with another source.

Data sources:

Yahoo Finance: daily prices of stocks, ETFs, indices, crypto and currency pairs. USFED is built from the yield of the 13-week US Treasury bill (^IRX).
Banco Central do Brasil: the SELIC rate (SELIC.SA), the IPCA inflation index (IPCA.SA) and the IMA-B index (IMAB.SA).
Tesouro Nacional: the prices of Brazilian government bonds (Tesouro Direto), e.g. NTN-B.SA(2035).

See Tickers for how to write each code.

Prices and total return:

Stock and ETF prices are the Yahoo adjusted close, which is adjusted for splits and dividends. A dividend shows as a higher return of the asset, not as cash in the portfolio, so the results are total return. SELIC.SA, USFED and FIXED accumulate their full yield.

A result can differ from another site for these reasons:

The other site shows the price return, without dividends.
Each new dividend or split rescales the earlier adjusted prices, so a past price can differ from the price traded on that day. The returns stay the same.
Yahoo can apply a recent dividend late, which shows as a false drop on the ex-dividend date until it does.
Spin-offs are not adjusted and show as a loss.
Brazilian bonds that pay coupons (NTN-B, NTN-C, NTN-F) show price changes only.
Only whole units are bought, so part of the balance can stay in cash.

How the simulation works:

The simulation runs in your browser with one price per asset per day, and orders are filled at the price of that day.
On the first date the balance is invested by the target percentages. Only whole units are bought, so use the fraction modifier for expensive assets.
Deposits enter on the dates of the selected frequency, counted from the start date, and available cash is invested every day.
With a frequency other than None, the portfolio is rebalanced to the target percentages on the same dates. With None there are no deposits and the first allocation is held.
There are no fees, taxes, bid-ask spreads or slippage, and uninvested cash earns no interest.

How the results are computed:

Return (Var): the daily returns compounded over the range (time-weighted). The daily return is (value - deposit of the day) / previous value - 1, so deposits do not count as return.
Annual return (Annual Var): (1 + return) ^ (trading days per year / number of daily returns) - 1. The trading days per year are measured from the dates of the range: about 252 for stocks and 365 for crypto.
Volatility: the sample standard deviation of the daily returns, multiplied by the square root of the trading days per year.
Max Drawdown: the largest drop of the compounded return from its previous peak, so a deposit does not hide a loss.
Sharpe: (annual return - Risk Free Rate) / volatility. The Risk Free Rate is a setting, 5% per year by default.
Beta: the covariance of the daily returns of the portfolio and of the benchmark, divided by the variance of the benchmark returns, on the dates that both have.
Alpha: annual return - (Risk Free Rate + Beta × (annual return of the benchmark - Risk Free Rate)).

The Market Benchmark is a setting, ^SP500TR by default (the S&P 500 with dividends). It is simulated with the same balance, deposits, frequency and range as the portfolio. See Results for every field.

Currency:

Each asset keeps the currency of its market, and nothing is converted unless the ticker has a currency suffix (e.g. NVDA:BRL), which converts the prices with the daily exchange rate from Yahoo Finance. An asset in a currency other than the page currency gets a warning, and its prices are used as they are. The Market Benchmark is converted to the page currency, unless its ticker sets one.

Limits:

The results are historical simulations. Past performance does not guarantee future results, and nothing on this site is investment advice.