Portfolio Returns in Fava (based on beangrow)

Andreas Gerstmayr

unread,

Aug 12, 2023, 12:07:16 PM8/12/23

to bean...@googlegroups.com

Hi all,

I developed a Fava extension which integrates portfolio reports
generated by the excellent beangrow library [1] in Fava:
https://github.com/andreasgerstmayr/fava-portfolio-returns

Currently the report is almost identical to the one generated by
beangrow, with an additional Profit and Loss chart (market value - spent
amount over time) and some interactivity (mouse tooltips etc.).

Ideally I'd like to keep all/most calculations in beangrow, and put only
the report/frontend code in the Fava extension. My goal is to explicitly
not reinvent the wheel of computing the portfolio returns :).

[1] https://github.com/beancount/beangrow

Cheers,
Andreas

flyaway

unread,

Aug 12, 2023, 6:19:17 PM8/12/23

to bean...@googlegroups.com

It is so great to hear this. I am planning to write the Fava extension by myself. But it seems I don’t need to anymore...

Thanks Andreas!

Yichu Zhou

flyaw...@gmail.com

--
You received this message because you are subscribed to the Google Groups "Beancount" group.
To unsubscribe from this group and stop receiving emails from it, send an email to beancount+...@googlegroups.com.
To view this discussion on the web visit https://groups.google.com/d/msgid/beancount/d43aec17-b973-6a00-8c42-f592afd85f45%40gerstmayr.me.

Red S

unread,

Aug 14, 2023, 10:49:09 PM8/14/23

to Beancount

Same here: this is the one important missing piece I've wanted to add to Fava Investor for a while. Very glad to see it here, thank you Andreas! Couple of questions: is it possible to supply and display multiple configs? Is it easy to display custom charts?

Stefano Mihai Canta

unread,

Aug 16, 2023, 11:13:00 AM8/16/23

to bean...@googlegroups.com

Thank you, Andreas!

I am running a small example, how do I get reinvested dividends to show up in the charts? If I split up the dividend transaction so that the dividend amount goes into the cash account first and then from the cash account to the commodity, I get the dividend amount to show up in the beangrow chart, but not when the dividend is reinvested directly into the commodity.

2023-06-23 * "reinvest" "[VTSAX] Vanguard Total Stock Market Index Fund"
Assets:Investments:Retirement:VTSAX 0.878 VTSAX {105.48974943052393 USD}
Income:Retirement:Investments:VTSAX:Dividend -92.62 USD

vs

2023-06-23 * "reinvest" "[VTSAX] Vanguard Total Stock Market Index Fund"
Assets:Investments:Retirement:VTSAX 0.878 VTSAX {105.48974943052393 USD}
Assets:Investments:Retirement:Cash -92.62 USD

2023-06-23 * "reinvest" "[VTSAX] Vanguard Total Stock Market Index Fund"
Assets:Investments:Retirement:Cash 92.62 USD
Income:Retirement:Investments:VTSAX:Dividend -92.62 USD

Thoughts?

Stefano

Andreas Gerstmayr

unread,

Aug 16, 2023, 5:11:45 PM8/16/23

to bean...@googlegroups.com, Red S

Am 15.08.23 um 04:49 schrieb Red S:

> Same here: this is the one important missing piece I've wanted to add to
> Fava Investor for a while. Very glad to see it here, thank you Andreas!

Glad that people are interested in this :)

> Couple of questions: is it possible to supply and display multiple
> configs?

Currently not, what's your use case? I find the groups in beangrow quite
flexible (e.g. they also support globs, etc.), could this be solved with
that feature?

> Is it easy to display custom charts?

No, custom charts are not supported. How do you envision this feature,
i.e. how would the chart be rendered and based on what data structures?

I wrote another plugin for rendering custom charts (Apache ECharts)
based on beancount query results:
https://github.com/andreasgerstmayr/fava-dashboards - but there's
currently no interface to get data from beangrow.

Cheers,
Andreas

>> https://groups.google.com/d/msgid/beancount/d43aec17-b973-6a00-8c42-f592afd85f45%40gerstmayr.me <https://groups.google.com/d/msgid/beancount/d43aec17-b973-6a00-8c42-f592afd85f45%40gerstmayr.me>.

>
> --
> You received this message because you are subscribed to the Google
> Groups "Beancount" group.
> To unsubscribe from this group and stop receiving emails from it, send
> an email to beancount+...@googlegroups.com

> <mailto:beancount+...@googlegroups.com>.

> To view this discussion on the web visit

> https://groups.google.com/d/msgid/beancount/a03aef17-d8da-4323-b61d-4da473510da5n%40googlegroups.com <https://groups.google.com/d/msgid/beancount/a03aef17-d8da-4323-b61d-4da473510da5n%40googlegroups.com?utm_medium=email&utm_source=footer>.

Andreas Gerstmayr

unread,

Aug 16, 2023, 5:38:45 PM8/16/23

to bean...@googlegroups.com, Stefano Mihai Canta

Hi Stefano,

Am 16.08.23 um 17:12 schrieb Stefano Mihai Canta:

> Thank you, Andreas!
>
> I am running a small example, how do I get reinvested dividends to show
> up in the charts? If I split up the dividend transaction so that the
> dividend amount goes into the cash account first and then from the cash
> account to the commodity, I get the dividend amount to show up in the
> beangrow chart, but not when the dividend is reinvested directly into
> the commodity.
>
> 2023-06-23 * "reinvest" "[VTSAX] Vanguard Total Stock Market Index Fund"
> Assets:Investments:Retirement:VTSAX 0.878 VTSAX {105.48974943052393 USD}
> Income:Retirement:Investments:VTSAX:Dividend -92.62 USD
>
> vs
>
> 2023-06-23 * "reinvest" "[VTSAX] Vanguard Total Stock Market Index Fund"
> Assets:Investments:Retirement:VTSAX 0.878 VTSAX {105.48974943052393 USD}
> Assets:Investments:Retirement:Cash -92.62 USD
>
> 2023-06-23 * "reinvest" "[VTSAX] Vanguard Total Stock Market Index Fund"
> Assets:Investments:Retirement:Cash 92.62 USD
> Income:Retirement:Investments:VTSAX:Dividend -92.62 USD
>
> Thoughts?

I think the second way is the correct way. If it is a distributing ETF,
the dividends will be paid out to your cash account first, and then you
have to create a new transaction to buy more shares.

You can use

1980-05-12 custom "fava-extension" "fava_portfolio_returns" "{
'beangrow_config': 'beangrow.pbtxt',
'beangrow_debug_dir': 'debug',
}"

to instruct beangrow to write debug files to the debug folder.
https://beancount.github.io/docs/calculating_portolio_returns.html#handling-transactions-using-the-signature
explains how beangrow is categorizing and handling transactions.

Cheers,
Andreas

> <mailto:beancount%2Bunsu...@googlegroups.com>.

> To view this discussion on the web visit

> https://groups.google.com/d/msgid/beancount/d43aec17-b973-6a00-8c42-f592afd85f45%40gerstmayr.me <https://groups.google.com/d/msgid/beancount/d43aec17-b973-6a00-8c42-f592afd85f45%40gerstmayr.me>.

>
> --
> You received this message because you are subscribed to the Google
> Groups "Beancount" group.
> To unsubscribe from this group and stop receiving emails from it, send
> an email to beancount+...@googlegroups.com

> <mailto:beancount+...@googlegroups.com>.

> To view this discussion on the web visit

> https://groups.google.com/d/msgid/beancount/CAMzm8_q3DYvKq%3DXYZyWjf-kwf7%3D58JVnK1%2B%2B_%2B%3DKJFjYjd7qrw%40mail.gmail.com <https://groups.google.com/d/msgid/beancount/CAMzm8_q3DYvKq%3DXYZyWjf-kwf7%3D58JVnK1%2B%2B_%2B%3DKJFjYjd7qrw%40mail.gmail.com?utm_medium=email&utm_source=footer>.

Pablo Osers

unread,

Aug 19, 2023, 3:37:23 AM8/19/23

to Beancount

Great news and many thanks!

Re asking a question from before, is there a way to create a report based on the overall performance of a portfolio, meaning, taking into account only incoming/outgoing cashflows for a specific set of accounts, instead of getting a per commodity report.

Example:

Assets:Investments:IBKR
Assets:Investments:IBKR:Cash
Assets:Investments:IBKR:IWDA
Assets:Investments:IBKR:CSPX

So getting a report of the performance of the account Assets:Investments:IBKR, meaning, taking deposited/withdrawal cashflows and current value of all its children (commodity+cash) accounts

I haven't been able to reproduce such report in beangrow

Many thanks

Pablo

Andreas Gerstmayr

unread,

Aug 20, 2023, 5:51:17 PM8/20/23

to bean...@googlegroups.com, Pablo Osers

Hi Pablo,

Am 19.08.23 um 09:37 schrieb Pablo Osers:

> Great news and many thanks!
>
> Re asking a question from before, is there a way to create a report
> based on the overall performance of a portfolio, meaning, taking into
> account only incoming/outgoing cashflows for a specific set of accounts,
> instead of getting a per commodity report.
>
> Example:
>

> * Assets:Investments:IBKR
> * Assets:Investments:IBKR:Cash
> * Assets:Investments:IBKR:IWDA
> * Assets:Investments:IBKR:CSPX

If all your investments have the same cost currency, adding a new group
in your beangrow config should work:

group {
name: "Entire Portfolio"
investment: "Assets:Investments:IBKR:*"
}

Cheers,
Andreas

> https://beancount.github.io/docs/calculating_portolio_returns.html#handling-transactions-using-the-signature <https://beancount.github.io/docs/calculating_portolio_returns.html#handling-transactions-using-the-signature>

> https://groups.google.com/d/msgid/beancount/d43aec17-b973-6a00-8c42-f592afd85f45%40gerstmayr.me <https://groups.google.com/d/msgid/beancount/d43aec17-b973-6a00-8c42-f592afd85f45%40gerstmayr.me> <https://groups.google.com/d/msgid/beancount/d43aec17-b973-6a00-8c42-f592afd85f45%40gerstmayr.me <https://groups.google.com/d/msgid/beancount/d43aec17-b973-6a00-8c42-f592afd85f45%40gerstmayr.me>>.

> >
> > --
> > You received this message because you are subscribed to the Google
> > Groups "Beancount" group.
> > To unsubscribe from this group and stop receiving emails from it,
> send
> > an email to beancount+...@googlegroups.com
> > <mailto:beancount+...@googlegroups.com>.
> > To view this discussion on the web visit
> >

> https://groups.google.com/d/msgid/beancount/CAMzm8_q3DYvKq%3DXYZyWjf-kwf7%3D58JVnK1%2B%2B_%2B%3DKJFjYjd7qrw%40mail.gmail.com <https://groups.google.com/d/msgid/beancount/CAMzm8_q3DYvKq%3DXYZyWjf-kwf7%3D58JVnK1%2B%2B_%2B%3DKJFjYjd7qrw%40mail.gmail.com> <https://groups.google.com/d/msgid/beancount/CAMzm8_q3DYvKq%3DXYZyWjf-kwf7%3D58JVnK1%2B%2B_%2B%3DKJFjYjd7qrw%40mail.gmail.com?utm_medium=email&utm_source=footer <https://groups.google.com/d/msgid/beancount/CAMzm8_q3DYvKq%3DXYZyWjf-kwf7%3D58JVnK1%2B%2B_%2B%3DKJFjYjd7qrw%40mail.gmail.com?utm_medium=email&utm_source=footer>>.

>
> --
> You received this message because you are subscribed to the Google
> Groups "Beancount" group.
> To unsubscribe from this group and stop receiving emails from it, send
> an email to beancount+...@googlegroups.com
> <mailto:beancount+...@googlegroups.com>.
> To view this discussion on the web visit

> https://groups.google.com/d/msgid/beancount/6bbe4b9f-de5b-4b35-a262-adcb6c0108b7n%40googlegroups.com <https://groups.google.com/d/msgid/beancount/6bbe4b9f-de5b-4b35-a262-adcb6c0108b7n%40googlegroups.com?utm_medium=email&utm_source=footer>.

cha...@gmail.com

unread,

Aug 31, 2023, 9:08:40 PM8/31/23

to Beancount

This is great, thanks!

This is more of a beangrow question, but is there a calculation of IRR or annualized yield we can surface? As far as I understand it, the "Yield" that is shown in the overview is simply (gain / investment amount), which doesn't account for time invested. Would it be possible to surface an IRR or CAGR for your actual investments for an easy group-to-group comparison?

Red S

unread,

Aug 31, 2023, 9:17:10 PM8/31/23

to Beancount

This is more of a beangrow question, but is there a calculation of IRR or annualized yield we can surface? As far as I understand it, the "Yield" that is shown in the overview is simply (gain / investment amount), which doesn't account for time invested. Would it be possible to surface an IRR or CAGR for your actual investments for an easy group-to-group comparison?

Actually, all rates beangrow produces are annualized. Quoting from this doc:

All rates are annualized. This makes it easy to compare numbers to each other, but it also means that positions held for a short amount of time will produce numbers that are unrealistic for long term extrapolation. In particular, new positions entered only a few months ago may be subject to high growth or a big drop, both of which when extrapolated to an entire year may show eye-popping percentages. Do keep this in mind, especially when looking at recent positions added to your portfolio.

Andreas Gerstmayr

unread,

Sep 3, 2023, 5:41:21 PM9/3/23

to bean...@googlegroups.com, cha...@gmail.com

Am 01.09.23 um 03:08 schrieb cha...@gmail.com:

> This is more of a beangrow question, but is there a calculation of IRR
> or annualized yield we can surface? As far as I understand it, the
> "Yield" that is shown in the overview is simply (gain / investment
> amount), which doesn't account for time invested. Would it be possible
> to surface an IRR or CAGR for your actual investments for an easy
> group-to-group comparison?

Yep, the Yield in the overview page is gain/investment. I just added a
new column "IRR" to the overview table a few hours ago.

The returns as shown in the individual reports are the total/annualized
IRR. I've updated the heading to make this clear.

Cheers,
Andreas

> https://beancount.github.io/docs/calculating_portolio_returns.html#handling-transactions-using-the-signature <https://beancount.github.io/docs/calculating_portolio_returns.html#handling-transactions-using-the-signature> <https://beancount.github.io/docs/calculating_portolio_returns.html#handling-transactions-using-the-signature <https://beancount.github.io/docs/calculating_portolio_returns.html#handling-transactions-using-the-signature>>

> > >
> > > --
> > > You received this message because you are subscribed to the Google
> > > Groups "Beancount" group.
> > > To unsubscribe from this group and stop receiving emails from it,
> > send
> > > an email to beancount+...@googlegroups.com
> > > <mailto:beancount+...@googlegroups.com>.
> > > To view this discussion on the web visit
> > >
> >

> >
> > --
> > You received this message because you are subscribed to the Google
> > Groups "Beancount" group.
> > To unsubscribe from this group and stop receiving emails from it,
> send
> > an email to beancount+...@googlegroups.com
> > <mailto:beancount+...@googlegroups.com>.
> > To view this discussion on the web visit
> >

> https://groups.google.com/d/msgid/beancount/6bbe4b9f-de5b-4b35-a262-adcb6c0108b7n%40googlegroups.com <https://groups.google.com/d/msgid/beancount/6bbe4b9f-de5b-4b35-a262-adcb6c0108b7n%40googlegroups.com> <https://groups.google.com/d/msgid/beancount/6bbe4b9f-de5b-4b35-a262-adcb6c0108b7n%40googlegroups.com?utm_medium=email&utm_source=footer <https://groups.google.com/d/msgid/beancount/6bbe4b9f-de5b-4b35-a262-adcb6c0108b7n%40googlegroups.com?utm_medium=email&utm_source=footer>>.

>
> --
> You received this message because you are subscribed to the Google
> Groups "Beancount" group.
> To unsubscribe from this group and stop receiving emails from it, send
> an email to beancount+...@googlegroups.com
> <mailto:beancount+...@googlegroups.com>.
> To view this discussion on the web visit

> https://groups.google.com/d/msgid/beancount/7eae21cd-7a33-4f19-b95f-70cae9b0f7edn%40googlegroups.com <https://groups.google.com/d/msgid/beancount/7eae21cd-7a33-4f19-b95f-70cae9b0f7edn%40googlegroups.com?utm_medium=email&utm_source=footer>.

Pablo Osers

unread,

Sep 4, 2023, 6:45:22 AM9/4/23

to Andreas Gerstmayr, bean...@googlegroups.com

Hello,

Thanks Andreas, still don't think this is who a whole investment portfolio IRR/Performance should be tracked.

Let's say I want to track the performance of my Interactive Brokers Portfolio [Assets:Investments:IBKR], what I would expect as cash flows/date pairs to be used for IRR calculations are only based on money inflows/outflows of this whole portfolio, not single money [buy/sell] of each commodity within the portfolio.

Please let me know if I'm making myself clear

Thanks

Pablo

Andreas Gerstmayr

unread,

Sep 10, 2023, 5:53:14 PM9/10/23

to Pablo Osers, bean...@googlegroups.com

Hi Pablo,

Am 04.09.23 um 12:45 schrieb Pablo Osers:

> Hello,
>
> Thanks Andreas, still don't think this is who a whole investment
> portfolio IRR/Performance should be tracked.
>
> Let's say I want to track the performance of my Interactive Brokers
> Portfolio [Assets:Investments:IBKR], what I would expect as cash
> flows/date pairs to be used for IRR calculations are only based on money
> inflows/outflows of this whole portfolio, not single money [buy/sell] of
> each commodity within the portfolio.

Ok, now I understand.
You're right, I think this is not possible right now.

Cheers,
Andreas

> and...@gerstmayr.me <mailto:and...@gerstmayr.me>

> https://beancount.github.io/docs/calculating_portolio_returns.html#handling-transactions-using-the-signature <https://beancount.github.io/docs/calculating_portolio_returns.html#handling-transactions-using-the-signature> <https://beancount.github.io/docs/calculating_portolio_returns.html#handling-transactions-using-the-signature <https://beancount.github.io/docs/calculating_portolio_returns.html#handling-transactions-using-the-signature>>

> > explains how beangrow is categorizing and handling transactions.
> >
> >
> > Cheers,
> > Andreas
> >
> > >
> > > Stefano
> > >
> > > On Sat, Aug 12, 2023 at 11:07 AM Andreas Gerstmayr
> > <and...@gerstmayr.me <mailto:and...@gerstmayr.me>

> > > <mailto:and...@gerstmayr.me <mailto:and...@gerstmayr.me>>>

> <mailto:beancount%2B...@googlegroups.com>
> > > <mailto:beancount%2Bunsu...@googlegroups.com
> <mailto:beancount%252Bunsu...@googlegroups.com>>.

> > > To view this discussion on the web visit
> > >
> >

> > >
> > > --
> > > You received this message because you are subscribed to
> the Google
> > > Groups "Beancount" group.
> > > To unsubscribe from this group and stop receiving emails
> from it,
> > send
> > > an email to beancount+...@googlegroups.com

> <mailto:beancount%2B...@googlegroups.com>
> > > <mailto:beancount+...@googlegroups.com
> <mailto:beancount%2B...@googlegroups.com>>.

> > > To view this discussion on the web visit
> > >
> >

> >
> > --
> > You received this message because you are subscribed to the Google
> > Groups "Beancount" group.
> > To unsubscribe from this group and stop receiving emails from it,
> send
> > an email to beancount+...@googlegroups.com

> <mailto:beancount%2Bunsu...@googlegroups.com>
> > <mailto:beancount+...@googlegroups.com

> <mailto:beancount%2Bunsu...@googlegroups.com>>.
> > To view this discussion on the web visit
> >

Reply all

Reply to author

Forward