Account Performance Calculation

In BFS Account Performance is calculated on a daily basis. For each day in a period the relative change of value of an account or a group of accounts is calculated in the following manner:

1. The closing value of the account of the previous day is recorded (Y = Yesterday's value).

2. All transactions of the current day that don't have at ReturnCalculationType of "Transfer" are summed (R = Realized result)

3. All transactions with ReturnCalculationType of "Transfer" are summed (T = Transfers)

4. The closing value of the current day is recorded (C) and yesterdays value (Y) is subtracted (U = Unrealized result)

5. The total of R+U is divided by Y to get the relative change of the current day (D)

6. C is added to T to go into the next day's calculation as Y

Then for the days in the period 1, 2, 3, ... , n the total  change is calculated as (1 + C1) * (1 + C2) * (1 + C3) * ... * (1 + Cn) - 1.

Example:

Avkastningsberäkning.xlsx