Track portfolio returns, risk, flows, and benchmark gaps. Review assets, fees, and allocation efficiency clearly. Support smarter design choices with structured performance evidence today.
Your portfolio currently shows a 8.58% Modified Dietz return with 3,700.00 total gain or loss.
| Asset | Initial | Ending | Cash In | Cash Out | Days | Gain/Loss | Simple Return | Dietz Return | Annualized |
|---|---|---|---|---|---|---|---|---|---|
| Asset A | 15,000.00 | 17,250.00 | 500.00 | 200.00 | 365 | 1,950.00 | 13.00% | 12.87% | 13.00% |
| Asset B | 9,000.00 | 10,100.00 | 250.00 | 0.00 | 365 | 850.00 | 9.44% | 9.32% | 9.44% |
| Asset C | 12,000.00 | 11,450.00 | 0.00 | 350.00 | 365 | -200.00 | -1.67% | -1.69% | -1.67% |
| Asset D | 7,000.00 | 8,150.00 | 100.00 | 50.00 | 365 | 1,100.00 | 15.71% | 15.66% | 15.71% |
| Asset | Initial Value | Ending Value | Cash In | Cash Out | Period Days |
|---|---|---|---|---|---|
| Asset A | 15000 | 17250 | 500 | 200 | 365 |
| Asset B | 9000 | 10100 | 250 | 0 | 365 |
| Asset C | 12000 | 11450 | 0 | 350 | 365 |
| Asset D | 7000 | 8150 | 100 | 50 | 365 |
Gain or Loss = Ending Value + Cash Out − Initial Value − Cash In
Simple Return = Gain or Loss ÷ Initial Value
Modified Dietz Return = Gain or Loss ÷ (Initial Value + 0.5 × Net Cash Flow)
Annualized Return = (1 + Period Return)365 ÷ Days − 1
Sharpe Ratio = (Net Return After Fee − Risk Free Rate) ÷ Volatility
Excess Return = Portfolio Return − Benchmark Return
This layout treats cash timing with a midpoint weighting assumption. It helps estimate operational portfolio efficiency when exact transaction timestamps are unavailable.
Portfolio performance can be studied like a system with inputs, outputs, losses, and stability measures. Contributions act like inflows, withdrawals act like outputs, and management fees behave like operating friction. By framing the portfolio this way, performance becomes easier to diagnose, compare, and improve.
Modified Dietz return is useful when cash enters or exits during the holding period. It estimates time-weighted exposure without needing every transaction timestamp. This makes it practical for project teams, technical managers, and analysts who want a defensible performance estimate from partial records.
Risk metrics add another layer of control. Volatility shows consistency, Sharpe ratio compares reward against uncertainty, and information ratio measures how efficiently the portfolio beat its target benchmark. Together, these metrics help separate lucky gains from repeatable portfolio design.
A structured calculator also improves reporting discipline. Standard inputs, reusable exports, and clear formulas support audits, reviews, and planning discussions. That makes this tool useful not only for investing contexts, but also for engineering-style capital allocation and program evaluation exercises.
It measures total gain, simple return, Modified Dietz return, annualized return, fee-adjusted return, volatility proxy, Sharpe ratio, and benchmark gap across multiple assets.
Modified Dietz return accounts for interim cash flows with a practical weighting assumption. It is useful when full timestamp-level transaction data is unavailable.
Yes. The calculator adjusts for deposits and withdrawals, which makes cross-portfolio comparisons more meaningful than using ending value alone.
Sharpe ratio estimates how much excess return remains after adjusting for variability. Higher values generally suggest more efficient risk-adjusted performance.
No. It is a proxy built from asset return dispersion inside the entered portfolio rows. It supports quick analysis, not institutional-grade risk modeling.
Yes. The entered management fee rate is subtracted from the portfolio return to show a net return after fee for practical review.
Yes. Enter the actual number of days held for each asset. The calculator uses that value for annualized return estimation.
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