Calculating Performance

Asset allocation, risk, diversification and rebalancing. Pros/cons of hiring a financial advisor. Seeking advice on your portfolio?
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CROCKD
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Calculating Performance

Post by CROCKD »

I am posting this because I have been using theBogleheads Calculating Personal Returns on my accounts using Libre Office.
However I am questioning the accuracy of the results.
The spreadsheet starts on 30/6/2013.
Example on one of my accounts the money weighted return to Nov. 30, 2017 is calculated as 6.59% annual compounded.
This did not look right so I checked a performance calculation in Quicken which gave me 10.71% for the same time period.
I then put the data in an XCEL spreadsheet and used the financial function XIRR which gave me a result of 10%.
Any ideas??
" A verbal contract isn't worth the paper it is written on " Samuel Goldwyn
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longinvest
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Re: Calculating Performance

Post by longinvest »

CROCKD,
CROCKD wrote: 12 Dec 2017 18:51 I am posting this because I have been using theBogleheads Calculating Personal Returns on my accounts using Libre Office.
However I am questioning the accuracy of the results.
The spreadsheet starts on 30/6/2013.
Example on one of my accounts the money weighted return to Nov. 30, 2017 is calculated as 6.59% annual compounded.
This did not look right so I checked a performance calculation in Quicken which gave me 10.71% for the same time period.
I then put the data in an XCEL spreadsheet and used the financial function XIRR which gave me a result of 10%.
Any ideas??
Were the (total monthly) contributions to and withdrawals from this account correctly transcribed (as positive amounts, but in the appropriate column)? It's also important not to include internal cash flows as contributions and withdrawals.
Variable Percentage Withdrawal (finiki.org/wiki/VPW) | One-Fund Portfolio (VBAL in all accounts)
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Mordko
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Re: Calculating Performance

Post by Mordko »

I use boggleheads' formula for time-weighted returns and XIRR for money-weighted returns. They are always within 1% of each other.
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CROCKD
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Re: Calculating Performance

Post by CROCKD »

Found some missed entries from 2015. Signs were correct. Now got reasonable agreement within 1%.
" A verbal contract isn't worth the paper it is written on " Samuel Goldwyn
"The light at the end of the tunnel may be a freight train coming your way" Metallica - No Leaf Clover
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