Analyze your ETFs and stocks with look-through holdings, sector exposure, risk metrics, and FIRE projections. No login required.
Enter your ETF and stock tickers with the number of shares to analyze your portfolio's composition, risk metrics, and FIRE projections.
Examples: VWCE.DE, EQQQ.L, VTI, AAPL, MSFT
Your portfolio is one slice of a bigger picture. Crypto, bonds, real estate, retirement accounts, savings — the full app tracks every category in one dashboard that updates on its own. Below: what the free portfolio tool does today. Imagine that same clarity across everything you own.
See your total portfolio value with multi-currency support, position-by-position weights, and concentration risk alerts. Our ETF look-through analysis reveals the actual underlying stocks inside your ETFs, so you know exactly what you own.
Understand where your money is truly invested with sector and country breakdowns that look through your ETFs. Interactive charts visualize your Technology, Healthcare, Finance, and other sector allocations alongside global geographic diversification.
Analyze up to 15 years of historical price data to understand your portfolio's risk profile. Key metrics include Compound Annual Growth Rate (CAGR), Sharpe and Sortino ratios for risk-adjusted performance, maximum drawdown, annualized volatility, and Beta relative to the S&P 500.
See where your portfolio could be in 5, 10, or 30 years with 3-scenario projections powered by Monte Carlo simulations. A 6-dimensional portfolio characteristics radar scores your Diversification, Growth Tilt, Volatility, Cost Efficiency, Stability, and Concentration.
How would your portfolio survive a market crash? Our stress tests simulate your portfolio's performance during the 2008 Financial Crisis, COVID-19 March 2020 crash, and 2022 Bear Market — showing estimated drawdown percentages and recovery times.
Calculate your Financial Independence, Retire Early (FIRE) number based on your annual expenses and safe withdrawal rate. See your progress percentage, years to FIRE under multiple scenarios, Coast FIRE value, and Barista FIRE income gap — all powered by 10,000 Monte Carlo simulations.
Portfolio analysis is the process of breaking down what you actually own and how it's likely to behave under stress. It's the difference between knowing your account balance and knowing your real-world exposure.
A surface-level allocation chart shows you 60% stocks and 40% bonds. A real portfolio analysis tells you that those stocks are 80% US large-cap with a 30% concentration in tech, and your bonds are short-duration government debt that won't help much when equity markets fall. Look-through analysis goes further: if you hold an ETF that owns other ETFs, this tool unpacks every layer so you see your true exposure to individual companies, sectors, and regions. That visibility is what separates investors who survive bad markets from those who are surprised by them.
And your investment portfolio is just one slice. Real wealth lives across crypto, bonds, real estate, retirement accounts, and savings — and tracking all of them in one place is the difference between guessing at your net worth and actually knowing it. The full app pulls every account, every asset, every property into one dashboard that updates while you live your life. Add it once. The rest is automatic.
Risk metrics translate your portfolio's historical behavior into numbers you can compare. The seven below are the most useful for everyday portfolio decisions.
| Sharpe Ratio | Measures risk-adjusted return: excess return per unit of total volatility. A Sharpe above 1.0 is generally good, above 2.0 is very good. Useful for comparing portfolios with different risk profiles. |
| Sortino Ratio | Like Sharpe, but only penalizes downside volatility — upside swings don't count against the score. A Sortino consistently higher than the Sharpe means the portfolio's volatility is mostly upside, which is what you want. |
| Beta | Measures portfolio sensitivity to the broad market (S&P 500 by default). Beta of 1.0 moves in lockstep with the market; 1.5 swings 50% more; 0.5 dampens market moves by half. Useful for sizing how much market risk you're carrying. |
| Alpha | Excess return above what beta predicts. Positive alpha means the portfolio outperformed its risk-equivalent market exposure; negative alpha means it underperformed. Most retail portfolios have small positive or negative alpha — large persistent alpha is rare. |
| Maximum Drawdown | The largest peak-to-trough decline the portfolio has experienced in its history, expressed as a percentage. Drawdowns of 20% are common; 50%+ drawdowns happened in 2008. Use this as a planning floor — assume a similar drop is possible in your future. |
| Volatility (Standard Deviation) | How much the portfolio's returns fluctuate around their average. Higher volatility means wider swings in both directions. A diversified equity portfolio typically runs 15–20% annualized volatility; bond-heavy portfolios run 5–10%. |
| Value at Risk (VaR) | The estimated loss that won't be exceeded with a given probability over a given time period — e.g., 'a 5% one-month VaR of -8% means there's a 95% chance the portfolio won't lose more than 8% over the next month.' Useful as a worst-realistic-case planning tool. |
Most US-based investors hold 80–95% US equities even though the US is only about 60% of global market capitalization. That's not necessarily wrong — currency-of-spend matters and US companies have global revenue — but it's worth knowing. The same applies to sectors: a low-cost S&P 500 fund is over 30% technology, not the broad-market exposure most people think they're buying. Look-through analysis is critical here: if you hold a 'global allocation' ETF that itself holds another ETF holding US tech, the surface label doesn't tell you what you actually own. This tool unpacks every layer so you can see your true geographic and sector exposures, then decide whether they match your intentions.
A single-line projection of '7% per year' looks confident, but markets don't deliver smooth 7% returns — they deliver wild swings that average to roughly 7%. Monte Carlo simulations run thousands of randomized return paths drawn from your portfolio's historical behavior, then report the distribution of outcomes. The 50th percentile is your median path. The 10th percentile is the unlucky case. The 90th percentile is the lucky case. Plan around the 10th percentile, not the 50th — because a retirement plan that only works in average markets isn't a plan, it's a wish.
Five steps from tickers to actionable insight:
Enter your tickers
Paste your tickers and quantities into the input box, or copy them from your broker's holdings export. Currency conversion is automatic if your tickers are in mixed currencies.
Click Analyze
The tool computes allocation, risk metrics, geographic and sector breakdowns, projections, and stress-test results. Results appear in tabs you can switch between without re-running the analysis.
Review the look-through breakdown
If you hold ETFs, the look-through view shows your true underlying exposure to individual companies, sectors, and regions — not just the surface ETF labels.
Run stress tests
See how your current portfolio would have performed in past crises (2008 financial crisis, 2020 COVID drawdown). This sets a realistic floor for what you should be prepared to experience again.
Adjust holdings and re-analyze
Change weights or swap holdings, click Analyze again, and compare the two results side by side. Use this to test rebalancing scenarios before you actually trade.
Seven principles that separate informed investors from optimistic ones:
Diversify across geographies — US-only portfolios miss roughly 40% of global market capitalization. Even a small allocation to ex-US equities materially shifts your exposure profile.
Watch single-holding concentration — over 10% in any one stock is meaningful idiosyncratic risk. Even a great company can drop 50% on a single quarterly miss.
Compare Sharpe ratios across portfolios — same return at lower risk is the win. A portfolio with a 0.9 Sharpe at 12% volatility usually beats one with a 0.7 Sharpe at 18% volatility, even if returns look similar.
Stress-test against 2008 and 2020 — past drawdowns are your floor, not your ceiling. If you can't stomach the historical worst case, the portfolio is too aggressive.
Rebalance on drift, not on calendar — a ~5% threshold from target weights beats quarterly rebalancing for most portfolios. Calendar rebalancing fires too often when nothing has moved and not enough when everything has.
Don't optimize for backtest — Monte Carlo's pessimistic percentile matters more than the average. A strategy that beats history but fails in the 10th percentile of simulations is overfit.
Keep an emergency fund separate — never rely on selling investments during a drawdown. Forced selling at the bottom is the single largest preventable mistake retail investors make.
Two reference tables you'll come back to: sample allocations by risk tolerance, and what counts as a 'good' Sharpe ratio.
| Risk profile | Stocks | Bonds | Real estate | Cash |
|---|---|---|---|---|
| Conservative | 30% | 50% | 10% | 10% |
| Moderate | 60% | 30% | 5% | 5% |
| Aggressive | 85% | 10% | 5% | 0% |
| Very aggressive | 95% | 0% | 5% | 0% |
Indicative ranges from common portfolio theory — adjust to your own risk tolerance and time horizon.
| Sharpe ratio | Interpretation |
|---|---|
| Below 0.5 | Subpar — return doesn't justify the risk taken |
| 0.5 to 1.0 | Acceptable — typical for diversified equity portfolios |
| 1.0 to 2.0 | Good — risk-adjusted returns above broad-market average |
| 2.0 to 3.0 | Very good — usually requires diversification across uncorrelated assets |
| Above 3.0 | Excellent — but verify it's not curve-fit to a backtest |
Indicative interpretation; Sharpe interpretation depends on time horizon and risk-free rate assumption.
Portfolio analysis is the systematic breakdown of what you own, how it's diversified, and how it's likely to behave under stress. It includes allocation, sector and geographic exposure, risk metrics like Sharpe and volatility, and probabilistic projections. The goal is to replace 'I think I'm diversified' with 'here are the numbers.'
An allocation chart shows you the percentages on the surface — 60% stocks, 40% bonds. Portfolio analysis goes deeper: it tells you what those stocks actually are (concentration, sector, country), what the bonds are (duration, credit quality), how the whole portfolio has behaved in past drawdowns, and what range of outcomes is realistic going forward. It's the difference between an inventory and an audit.
ETFs often hold other ETFs, which hold individual stocks. A 'world allocation' ETF might hold a US equity ETF that holds Apple. Look-through analysis recursively unpacks each ETF's underlying holdings so you see your true exposure to individual companies, sectors, and countries — not just the labels of the funds you bought.
The portfolio analysis tool itself is free and requires no signup. You paste tickers, click analyze, and see the full breakdown. Signing up adds live price tracking, drift alerts, and saving your portfolio for repeat analysis — but the core analysis is fully usable without an account.
Without an account: no — your tickers are processed in your browser session and discarded when you close the tab. With an account: only if you explicitly save the portfolio. Either way, we never share data with third parties.
Above 1.0 is generally considered good for a long-term portfolio. Above 2.0 is very good. Below 0.5 means the portfolio's returns don't justify the risk it's taking. Sharpe is most useful for comparison: same Sharpe means same risk-adjusted return; higher Sharpe at the same return means lower risk.
Studies suggest most diversification benefit is captured by 20–30 individual stocks chosen across sectors, or 3–5 broad-market ETFs. Beyond that, marginal diversification benefit is small while complexity grows. Quality of diversification (across uncorrelated assets and geographies) matters more than count.
On drift, not on calendar — when any allocation drifts more than ~5% from target, rebalance. Pure calendar rebalancing (e.g., quarterly) over-trades during quiet periods and under-reacts during big moves. Once or twice a year is usually enough for buy-and-hold portfolios.
Max drawdown is the largest peak-to-trough loss the portfolio has experienced. A 30% max drawdown means at some point the portfolio dropped 30% from its previous high. It's a planning floor: if you can't stomach a drop similar to the historical max, the portfolio is too aggressive for your real-world risk tolerance — not your stated tolerance.
No — and any tool that claims to is misleading you. This tool projects probable ranges of outcomes based on the portfolio's historical behavior, surfaced as percentile bands (10th/50th/90th). Use the pessimistic percentile for planning. Future returns may fall outside the historical range, especially in periods of structural change.
Sharpe penalizes all volatility — upside swings count as 'risk.' Sortino only penalizes downside volatility, so upside doesn't count against the score. If a portfolio's Sortino is much higher than its Sharpe, most of its volatility is upside — generally a good sign.
If you hold it as part of your investable assets, yes — its return profile and correlation with traditional assets are part of your real exposure. Use a representative ticker (e.g., a spot Bitcoin ETF) so the look-through analysis can compute it. Treat crypto's max drawdown seriously: 70%+ drawdowns are historically common, not anomalous.
This tool is for educational purposes. It does not constitute investment advice, tax advice, or a recommendation to buy or sell any security. Past performance does not guarantee future results. Consult a qualified financial advisor before making investment decisions. The analysis is based on historical data and may not reflect future conditions, especially during periods of structural market change.
Sign up free to save your portfolio, track transactions, monitor budgets, and visualize your path to FIRE.
Start Tracking FreeDeeper guides on our blog that build on the topics in this tool.