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· Premium Member
2,689 Posts
Funny how an opinion can change in 3 months...

I'm looking for an online tool to back test a portfolio against an ETF. to be more precise, I'd like to see the effect of holding only the top 5 holdings of XRE, against the ETF itself.
I think your quest is quite different from the other thread referenced here. You are looking to figure out how much tracking error you have if you directly hold the components of XRE. The other post wanted a tool that would optimize the returns of portfolio for a given amount of risk.

That said, I'd be willing to help you out as this should be quite simple. Just download historical pricing of XRE and the top 5 components REITs to Excel. Rebalance once a year to XRE weightings (which would be manual but you only need 10 or less searches on Edgar).
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