STRATEGY COMPARISON
Side-by-side: pick 2 to 5 strategies, see them on the same axis.
Same backtest window, same benchmark, same metrics. The fastest way to tell whether one strategy is genuinely better than another or whether you're seeing two different time periods.
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BestFolio Strategy Comparison: 72 strategy variants with author, type, CAGR, Max DD, Sharpe and Sortino columns, sortable.
- Up to 5 strategies
- Side-by-side equity curves, metric tables, drawdown charts, monthly returns.
- Same window
- Forces every strategy to use the same start date so the comparison is fair.
- Benchmark anchored
- Compare against S&P 500, 60/40, or any other strategy as the benchmark.
What it is
Strategy comparisons are easy to get wrong. One strategy run from 1995 looks better than another run from 2005, but that's a date-window effect, not a real difference. The compare view aligns every strategy to the same start date and reports CAGR, max drawdown, Sharpe, Sortino, ulcer index, time underwater, and monthly returns side by side. Pick a benchmark and the table shows alpha and tracking error against it.
Free vs Pro
Free
- ✓Compare any 2 of the 6 free strategies
- ✓Aligned start date with shared benchmark
- ✓Standard metrics table
Pro
- ✓Compare any of 47+ strategies
- ✓Up to 5 strategies on one chart
- ✓Walk-forward metrics in the comparison
- ✓Custom benchmark selection
- ✓Export comparison as CSV / image
Strategies that use this
HAA (Hybrid Asset Allocation)
Common comparison anchor among tactical strategies.
View strategy →
GEM (Global Equities Momentum)
Established dual momentum benchmark.
View strategy →
BAA (Bold Asset Allocation)
Modern Keller variant; common comparison target.
View strategy →
VAA (Vigilant Asset Allocation)
Comparison anchor for offensive/defensive logic.
View strategy →
Permanent Portfolio
Static benchmark for any tactical comparison.
View strategy →
Classic 60/40
Default benchmark for tactical alternatives.
View strategy →
Frequently asked questions
Why does the start date matter so much?+
A strategy that ran from 1995 captured the late-90s bull market. A strategy that ran from 2005 didn't. CAGR comparisons across different windows are misleading. The compare view forces all strategies to use the same start date so the comparison is genuine.
What metrics are shown?+
CAGR, max drawdown, Sharpe ratio, Sortino ratio, ulcer index, time underwater, best year, worst year, monthly returns. Pro adds walk-forward CAGR, walk-forward max drawdown, and benchmark alpha / tracking error.
Can I compare a tactical strategy against a fixed allocation?+
Yes. The view doesn't care about strategy type; it just runs each one through the same backtest engine on the same dates and lines up the results.
What is ulcer index?+
A drawdown-based volatility measure that weights long, deep drawdowns more heavily than brief ones. Useful when max drawdown alone hides a strategy that lives in shallow drawdown for years.
Is comparison free or Pro?+
Comparing 2 free strategies is free. Comparing 3 to 5 strategies, or any Pro strategy, is Pro.
Start free, upgrade when you need it
6 strategies free forever. Upgrade to Pro for the full library, walk-forward, blending, and monthly signals.
30-day money-back guarantee on all paid plans.