Last updated:
Free quantitative portfolio analytics for retail investors. Built browser-first, no signup, no data uploads. Real Treasury yields, real CPI, real dividend and split adjustments — the same math institutional managers run.
If you're a serious retail investor and you want institutional-quality portfolio analytics, your options used to be terrible. Pay $20–$50 per month for trackers like Sharesight, Snowball, or Kubera — most of which still don't compute Sharpe ratio properly, ignore your actual cash-flow timing, and use a static 2% risk-free rate from a decade ago. Or build your own Excel model and accept that XIRR will fail to converge half the time, dividends and splits will silently distort returns, and you'll never get drawdown or downside-deviation right by hand.
Foliolytic was built to close that gap. It's free, browser-based, no signup, no email, no broker login. Upload a CSV, get 70+ metrics computed with the same math used by quant funds — XIRR via Newton-Raphson, Sharpe with real daily T-bill yields, beta from regression on actual S&P 500 daily returns, drawdown from full daily price reconstruction. The whole point is to make the institutional toolbox available to anyone who wants to use it, without forcing you to hand over an account login to a third party.
The core principle: your portfolio is your business. Foliolytic doesn't require an account, doesn't ask for personally identifiable information, and doesn't sell or share your data with third parties. There is no advertising tracker, no session-recording tool, and no broker credential linking. This is non-negotiable and will never change.
Foliolytic isn't a thin wrapper around someone else's data. It runs on a purpose-built financial database with:
Everything is updated nightly via automated jobs. Symbol resolution handles brokerage quirks (RENDER → RNDR, GBp → GBP pence, ISINs from European brokers automatically resolved to Yahoo tickers via OpenFIGI), so you don't have to relabel anything.
Foliolytic computes 70+ metrics. The most important ones use the following methodology — see /methodology for the complete metric-by-metric breakdown.
Newton-Raphson with a robust bisection fallback. Converges to within 1e-10. Cash flows below $0.01 are ignored to prevent numerical thrashing. Sanity-capped at -99% to +500% per year to filter out crypto reporting glitches and currency-conversion errors.
Annualized excess return divided by annualized standard deviation, computed from daily log returns scaled by √252. The risk-free rate is the actual daily 3-month T-bill yield from FRED, matched to each day of your portfolio history. Not a fixed 2%.
Annualized excess return divided by downside deviation. Downside deviation uses the risk-free rate as the threshold (not zero), matching Frank Sortino's original specification. Returns below the threshold are squared and root-mean-squared; returns above are ignored.
Linear regression of daily portfolio excess returns on daily S&P 500 excess returns. Beta is the slope; alpha is the intercept (Jensen's alpha). R² is reported alongside as a measure of fit quality — low R² means beta and alpha are statistically meaningless against that benchmark.
Daily peak-to-trough percentage decline against the running maximum. Computed from full daily portfolio reconstruction (not from period-end snapshots, which can miss intra-period dips). Recovery time is the number of days from the peak to the next day at or above that peak.
Historical method: rank actual daily returns and pick the 5th percentile (95% VaR) or 1st percentile (99% VaR). CVaR (Expected Shortfall) is the mean of all returns worse than that VaR threshold. Parametric VaR (Gaussian assumption) is also computed and shown alongside for comparison.
Foliolytic's calculation methodology is documented in detail at /methodology. Key choices investors should know about:
Daily returns are computed as arithmetic percentage changes (not log returns) for display, but log returns are used internally for any metric that involves time-aggregation (variance scaling, multi-period compounding). Log returns are additive across time, which is the right property for annualization. Arithmetic returns are intuitive, which is the right property for display.
Downside deviation in the Sortino ratio uses the risk-free rate as the threshold, matching Frank Sortino's original 1980s specification. Some calculators use zero, which inflates Sortino ratios in low-rate environments and under-penalizes negative returns. Foliolytic deliberately uses the more conservative methodology.
Daily metrics are annualized using 252 trading days for stocks and 365 days for crypto (which trades 24/7). Mixed portfolios use the appropriate factor per asset class and recombine into a single annualized portfolio figure.
Cash dividends are added to the portfolio cash balance on the ex-dividend date, not reinvested automatically. This matches the default brokerage behavior in most accounts and gives a more honest picture of dollar performance. If your broker auto-reinvests dividends, the resulting share purchases show up in the transaction history and are handled correctly.
Stock splits are applied retroactively to historical share counts and prices, so the value series remains continuous across the split event. A 2-for-1 split shows no jump in portfolio value, only in share count and per-share price.
Foliolytic is built and maintained by Chris, a self-taught quant and full-stack engineer who got tired of paying for portfolio trackers that all silently cut the same corners. Founded in 2026, Foliolytic's design principle is institutional math, retail UX, total privacy.
The project runs on a small, purpose-built tech stack — vanilla JavaScript on the client, PHP 8 on the server, MySQL for historical price data — chosen specifically to keep the hosting costs low enough that the service can stay free indefinitely. There are no investors, no growth mandate, and no ad model. The bar for what gets built is "would I want to use this myself." Almost everything that ships goes through that filter.
Contact: [email protected]
| Equity prices | Daily OHLCV from a paid data vendor; 1,400+ tickers; back to 2000 for most US-listed names. |
|---|---|
| Crypto prices | 440+ cryptocurrencies, daily back to inception. Multiple exchange sources cross-checked. |
| Treasury yields | FRED (Federal Reserve Economic Data) — 3M, 6M, 1Y, 2Y, 5Y, 10Y, 30Y daily. |
| CPI | U.S. Bureau of Labor Statistics, monthly back to 1947. |
| Dividends & splits | Per-ticker, paid cash dividends and split events with ex-dates. |
| FX rates | Daily mid-market rates for 30+ currency pairs back to 2000. |
| ISIN resolution | OpenFIGI (Bloomberg-backed, free tier) for translating European ISINs into Yahoo-style tickers. |
Coverage details for any specific ticker: see the per-asset data card in the analytics dashboard. If a ticker is missing, the loader flags it and lets you continue without it.
Every metric below has its own dedicated calculator with worked examples, interpretation tables, and a free CSV upload tool.
Yes. 100% free, no signup, no email required, no usage limits, no paid tier. The site is funded indirectly through affiliate referrals to brokers and a small Buy-Me-A-Coffee link in the footer.
No. There is no signup, no login, no email, and no phone. You can use Foliolytic anonymously. We don't ask for personally identifiable information, we don't connect to your broker via Plaid or similar, and we don't sell or share your data with third parties.
Anonymous visitor analytics (page views, scroll depth, device type) are retained for 14 months for product improvement. No personally identifiable information is stored at any time. You can clear your browser's localStorage at any time to remove the visitor and session IDs Foliolytic uses. See /privacy for full details.
Foliolytic is free to use and will remain so. Future revenue plans include broker affiliate referrals (where Foliolytic earns a one-time fee if a user opens an account at a partner broker via a link), and a small premium tier for advanced features. There is no plan to charge for the core analytics, ever.
Foliolytic is intentionally a single-page web app to keep the experience simple. A mobile-friendly responsive layout works on every device, with nothing to install or update. A public API may come later for users who want programmatic access; it is not yet ready.
Foliolytic is built and maintained by Chris, a self-taught quant and full-stack engineer. Founded in 2026, the project's mission is to make institutional-quality portfolio analytics free for retail investors who couldn't justify paying $20–$50/month for trackers like Sharesight, Snowball, or Kubera.
Upload your brokerage CSV and see 70+ metrics in seconds. No account. No data uploaded.
Analyze Your Portfolio Free →