Sunday, April 22, 2012

Version 1.5.1 Released

Version 1.5.1 allows you to pick a specific start date in addition to the existing ability of picking how many months to tests.

Download from this blog on the right panel or from the download page.


(clicks on donate! greatly appreciated)


  1. Why is it that when I run EZBackTest on VFINX (Vanguards S&P 500 index fund) and use ^GSPC S&P 500 as the comparison index, VFINX does not overlay (act exactly like) ^GSPC as it should, but instead plots as if it handily outperforms the index? Indeed, EZBackTest indicates that VFINX outperforms the S&P 500 25.6%. This appears to be a very handy program, but obviously something's not right.

  2. 1. The index doesn't track dividends
    2. The source of data is Yahoo!Finance, if the data would be somehow wrong, it will originate at their databases - however it isn't wrong data. Investing in this fund would have outperform the index, because as explained in point 1 - you get dividends, which over 10 years give you 27% more.
    3. Remember that a fund that tracks an index, isn't exactly the index. It follows index, it probably does its investments via programmed trades and minimal human intervention. However, its results have to differ, because of its own participation in market, sellers and buyers of the fund affect the index, which affects the fund. There's a vibrato echo effect here.

  3. Would it be possible to consider using or adding option for a total return S&P index comparison for portfolios -- so dividends are included in the index?

    Thanks again for the great program you've developed.

  4. You can pick via options to change the index you compare against, you could pick a mutual fund or etf for that matter - which would be reported from yahoo!finance with dividends reinvested.