Feature added: you can backtest by calendar year or use custom date ranges. The selected time range also applies to the Excel export.
Added in Portfolio Lab “risk/return” and “ETF correlations” views:
- FTSE/Xinhua China 25 Index (FXI)
- MSCI Australia (EWA)
- MSCI Brazil (EWZ)
- MSCI Canada (EWC)
- MSCI France (EWQ)
- MSCI Germany (EWG)
- MSCI South Africa (EZA)
- MSCI South Korea (EWY)
- MSCI United Kingdom (EWU)
A new command ‘Compare’ is situated under the performance metrics table. You may select any of your portfolios to compare with the current portfolio, making it easier to compare the portfolios returns, alpha, beta and other statistics.
In the example above, the current portfolio my portfolio is compared to another portfolio US sectors. In addition, the S&P500 Index benchmark is also displayed.