In one aspect, the invention comprises a computer-implemented method comprising: (1) electronically receiving data describing a fund index and funds on which the index is based; (2) electronically receiving data describing one or more securities; (3) electronically receiving data describing returns of: (a) the fund index, (b) funds on which the index is based, and (c) the one or more securities; (4) electronically identifying a subset of funds on which the fund index is based as superior-performing funds over a period of time preceding a first time; and (5) constructing, at the first time, and based on the identified subset of funds, a first portfolio of securities whose return exceeds a return of the fund index over a first period of time. Other aspects of the invention comprise software for implementing the above aspect and embodiments thereof, as well as portfolios constructed according to the above aspect and embodiments thereof.