Frequently Asked Questions

No. The stress test, backtest, DCA, Monte Carlo, Frontier and Strategy tools all work without an account. An account is only needed if you want to save portfolios across devices, save tests, or set up alerts. Share links work for everyone — the recipient does not need an account either.

The home page comes pre-loaded with a sample portfolio (AAPL 40% / MSFT 30% / BND 30%) so the result section is never empty. Edit the tickers and weights to match your actual portfolio, and the result updates automatically once the weights sum to 100%. Click Run to recompute against all ten historical crises.

We pre-seed about 200 of the most-traded US tickers and an expanding set of Indian-market tickers. If you enter a symbol we have not seeded, the tool tries to fetch it on demand from yfinance. If that fails too, the ticker is genuinely unavailable to us — usually because of an obscure exchange or a corporate-action issue. Email us with the symbol and exchange; we add tickers in weekly batches.

Yes. Click the Share button after a stress test, copy the URL, and send it to anyone. The recipient sees the same numbers without needing to sign in. Note: the public share URL embeds your holdings in plaintext — if your portfolio is private, do not paste the link into a public forum.

Yes. Every page is responsive and tested down to a 375-pixel viewport (iPhone SE). The tools that involve drawing many series at once (Strategy, Frontier) work best on tablet or desktop, but they remain usable on a phone.

The historical numbers are as accurate as the underlying price data, which comes from yfinance and EODHD. We use adjusted-close prices, so dividends and splits are reflected. Forward-looking simulations (Monte Carlo, retirement) produce a range of plausible outcomes based on resampled historical returns — they are not predictions. See the Disclaimer for the full list of caveats including look-ahead and survivorship bias.

Weighted total return: portfolioReturn = Σ (holding.weight × tickerReturn.totalReturn) across every ticker in your portfolio. Total return is computed off adjusted-close prices, so dividends are included. The same approach applies to max drawdown, with each ticker’s drawdown weighted by its allocation.

Backtest runs your portfolio (a fixed list of holdings and weights) against a date range you pick. Output: total return, max drawdown, Sharpe, Sortino, yearly returns. Strategy Tester runs a rule against a date range — e.g. “hold SPY when 50-day MA crosses above 200-day MA, hold BND otherwise.” Output: the same metrics, plus the trade-by- trade log. Use Backtest to evaluate a portfolio; use Strategy Tester to evaluate a rule.

2% annualised for Sharpe and Sortino ratios. This is the long-run real risk-free rate convention used by Portfolio Visualizer, the CFA curriculum and most retail tools. We document this assumption next to every Sharpe number; change it and the ratio changes. See the Methodology page for the rationale.

Block-bootstrap. We sample 1-month blocks of historical returns with replacement from the chosen training window, stitch them into the target horizon, and repeat 10,000 times. The output is a distribution of terminal portfolio values from which we report the 5th, 50th and 95th percentile bands. We do not assume a normal distribution — we resample real history. Tail risk is still likely understated; see the Disclaimer.

Three reasons it usually drifts: (1) we use adjusted-close, some tools quote raw close; (2) we lock the crisis date windows to spec (e.g. 2008-09-15 to 2009-03-09), other tools may use slightly different start/end dates; (3) yfinance does, occasionally, update historical data after a corporate-action restatement, in which case we resync within a few days. If the gap is large, email us — we will reseed.

Yes. All return calculations are on adjusted-close prices, which implicitly assume dividend reinvestment at the close on the ex-date. This matches the convention used by Yahoo Finance, Morningstar and Portfolio Visualizer.

No. All numbers are pre-tax, pre-fee, pre-slippage. The simulations answer “what would the underlying price series have done?”, not “what would your brokerage statement have shown?” Real-world outcomes will be worse. We mention this on every simulation page.

Yes. We do not run Google Analytics, Meta Pixel or any other third-party tracker. The default stress-test tool stores nothing server-side — your portfolio lives in the URL of the page. If you log in and save portfolios, those records are tied to your email and accessible only to you. Full details on the Privacy page.

The first click writes a small record to our database mapping a short ID (like /c/abc123) to your holdings array. Anyone visiting that URL sees the same portfolio. The record has no user identifier attached — we cannot tell who created it — and it stays alive indefinitely so your shared links keep working.

No. We have no advertising business, no data-broker arrangement, and no plan to introduce either.

Yes. Email privacy@fortfolio.app from the address associated with your account. We delete account data within 30 days. Anonymous share-link records are not auto-deleted (they have no user identifier) but we will remove specific share IDs on request.

Stress test against all ten crises, backtest with custom date ranges, DCA simulator, basic Monte Carlo, Efficient Frontier, basic Flow Builder strategies, and unlimited share links. This is most of what individuals need.

Higher signal-alert limits, advanced Strategy Tester features, expanded Monte Carlo and Retirement scenarios, and priority support. Full breakdown on the Pricing page.

Yes. Cancellation takes effect at the end of the current billing cycle. Email billing@fortfolio.app if the in-app cancellation is not working for any reason.

If a paid feature does not work for you in the first seven days, email billing@fortfolio.app for a full refund, no questions asked. After that, refunds are at our discretion but we are reasonable.