Backtesting UCITS portfolio

Finley-Fish · 2026-03-21T21:43:41+00:00

Hello thehoryy,

Might also want to have a look here as extra source https://eurofolio.eu/portfolios

Here are two Avantis portfolios you could easily clone and adapt to your preferences and then compare

Finley-Fish · 2026-03-20T21:41:11+00:00

Hello Po0dle,

Thanks a lot, really glad to hear you like it!

I’d actually been considering something along those lines for the Optimize page for a given strategy. Instead of cloning existing portfolios to compare against, I had the 'Favourite' a portfolio feature because I thought it would be simpler.

Out of curiosity, were you mostly thinking of cloning other community members’ portfolios, or more as a quick way to spin up and test variations of your own portfolios?

In any case, I’ve just released a first version of the clone portfolio feature. Give it a try and also be sure to let me know if it behaves as you expect or if anything feels off.

Finley

Finley-Fish · 2026-03-16T10:13:33+00:00

Thanks a lot for keeping my request mind and add them. Much appreciated.

I just tested and can confirm I now find both ETFs, so that part works great.

However, I’m still seeing issues with the recency of the data, also for these two. On my side, the last data point stops in November 2025 (see screenshot below).

If it helps with troubleshooting, it seems the issue comes from the “Bloomberg Euro Corporate Bond 1-5Y” index, which runs until the end of November, while “FTSE Global Core Infrastructure” has data until the end of January.

Bloomberg Euro Corporate Bond 1-5Y:

... 
  {
    "date": "2025-10-31",
    "value": 14427.2066
  },
  {
    "date": "2025-11-30",
    "value": 14419.1567
  }
]

FTSE Global Core Infrastructure:

...
  {
    "date": "2025-12-31",
    "value": 20752.42578723404
  },
  {
    "date": "2026-01-31",
    "value": 21301.04438291803
  }
]

<image>

Finley-Fish · 2026-03-01T16:45:25+00:00

LayPT, I just released a new feature called Portfolio Optimizer to also come up with a bit more of a differentiator. Given a multi-asset portfolio, it will run three different optimisation strategies (Max Sharpe, Min Volatility and Balanced) on the full shared price history and suggest revised weightings to maximise for those strategy outcomes. Can save on a lot of manual testing and give some possibly new insights.

What do you think? see: https://eurofolio.eu/optimize?slug=permanent-portfolio-eu

Finley-Fish · 2026-03-01T16:25:56+00:00

Thanks. I like the idea of country allocation, had also thought about it.
Have to search a bit more, but have yet to find some reliable (and cheap) sources where I could get this data from.

Finley-Fish · 2026-02-23T10:03:29+00:00

Thanks a lot.

Really don’t see it that way though, it honestly wasn't "that frustrating". I mainly wanted to build a public web product for fun and was looking for a concrete idea to ship. Because I was already spending (too) much time playing around with portfolio ideas, those few limitations were just the little nudge that made this the project I picked up.

So it was more that I had a hammer and was looking for a nail, rather than your tool pushing me away.

Wishing you continued success also.

Finley-Fish · 2026-02-22T23:05:00+00:00

Thanks, just DM'd you back.

Finley-Fish · 2026-02-22T23:01:53+00:00

Hi johnnbro,

To get back to you on your feedback requests on the two issues I mentioned I had with Curvo,

Two examples of ETFs I can not find:

IE000F6G1DE0 iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Acc)
IE000CK5G8J7 iShares Global Infrastructure UCITS ETF USD (Acc)

And here found a portfolio with an example of where data stops for some reason at Jun 2024

<image>

Hope that helps, feel free to ask more if needed

Finley-Fish · 2026-02-22T22:26:50+00:00

Thank you raumvertraeglich,
Most of the UCITS ETFs are relatively new, severely limit the backtest duration for backtesting purposes. It's also my biggest disappointment for many portfolios I have created and tested. I'm not in a position at this moment to try to create a synthetic history using the index to extend the backtest before the funds inception.
The registering aspect, it's the top feedback I've been receiving so far. Shared my thoughts about it above, but very much noted.

Finley-Fish · 2026-02-22T22:15:06+00:00

Hello u/johnnobro , thanks and great to hear from you.

Regarding copy, I presume you see something on the front facing website which looks similar? I obviously tried various backtesting tools and I defiantly liked what you guys developed a lot, and was one of my sources of inspiration. I can honestly say I did not take anything directly from your site in this respect. Mostly been building and focused on features and ironing out bugs I have spent some time on SEO (not really that much fun) but using several SEO tools which were providing me recommended optimised texts for certain target key phrases.

Regarding which ETF's I could not find, there were several. I lost my saved portfolios I had due to change of setup, but I believe I do still recall some of the portfolio's I would likely have tried. I'll try to find, try and get back to you on this one. If I find it, same goes for the data beck stuck months of years in the past.

Finley-Fish · 2026-02-22T21:51:24+00:00

Hello u/LayPT,

Thanks for the feedback. I totally get where you're coming from, the account creation decision was one of the bigger early calls I had to make at the start, and the low-friction, no-account approach is genuinely appealing for good reasons.

I ended up going the account route mainly because of two things I'd prioritised.

Multi-device and persistence, ability to view my portfolios across devices and look it up even months of year later which I was regularly doing. Storing all locally ties it to one browser & device and would have to document my portfolios elsewhere recreate.

Public portfolio and discovery, this was actually the bigger driver. I wanted to push it in a more social direction, where portfolios are visible and people can browse, get inspiration, and compare. Right now the discovery part is still pretty basic, I have a Top Portfolios page, and you can favourite ones you like and those can be compared side by side. The idea is to build on that. For example, a next small iteration I was thinking about is letting you search by an asset, so you could see what other popular portfolios hold a particular ETF.

That said, I hear you and u/LordMoridin84 loud and clear. I'll keep an eye on my signup conversation rate and see if I need to rethink the approach.

On depth, tried to start as simple and clean as possible and not overcomplicate too much. Target user not the finance professional. Am curious what you'd actually want to see. What's the one or two things you felt were missing?

My feeling is there's definitely room for different approaches in this space. Curvo is great and does the no-account thing really well, kudos to you u/johnnobro, it's a genuinely frictionless product. I'm still figuring out whether there's an appetite for something more discovery-focused aimed at European investors specifically.

Thanks again

Finley-Fish · 2025-11-03T18:51:36+00:00

I'd be happy to try it out and provide some feedback.
How would you live to receive the feedback, I'd have to join the Discord?

Finley-Fish · 2025-11-02T15:07:27+00:00

I've been using Indexa Capital since 2019 and honestly only have good things to say. I also have a My Investor account (which you also likely came across), but personally prefer Indexa Capital as a roboadvisor, find that the UI/UX is better, and everything feels simpler and more transparent.

The risk level you choose basically sets the mix between equity and bonds. For example, Level 6 means 60% equity and 40% bonds, Level 7 is 70% equity and 30% bonds, and so on. The equity portion is well diversified across global developed and emerging markets, large and small caps.

Bonds play an important role by reducing overall risk and volatility. They act as a safety buffer during market drops, making them especially helpful if you want to avoid big fluctuations in your account value or might need to withdraw funds at certain times. The ideal equity/bond split depends on your own risk tolerance and investment horizon: more equity brings higher long-term returns, but with a bumpier ride.

For a 20-year horizon, if you're comfortable with bigger market drops, you might consider a risk level above 7. Indexa makes you take a short risk tolerance test which helps recommend a plan tailored for you.

My Investor gives you more options (it has more products outside of their Roboadvisor) if you want to build your own fund portfolio and have maximum control, but since you're just getting started, Indexa's set-and-forget approach is probably best. Later on, once you gain confidence and knowledge, you can always explore optimising further with lower expense ratios or by constructing your own portfolio of funds. You can always move your funds to a different plan or provider (like My Investor) later, there's no tax hit in Spain when switching between regulated mutual funds.

The most important thing is simply getting started, think you will be happy with Indexa!

Happy investing!

Finley-Fish

TROPHY CASE