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Picking My Perfect Performance Measure

<p>I&&num;8217&semi;ve been doing a bit of a clearout recently and I came across a mass of old investment statements that I thought had long since departed this world&period; For a little while&comma; I was tempted&period;<&excl;--more--><&sol;p>&NewLine;<p>Until recently&comma; I never really <a href&equals;"https&colon;&sol;&sol;www&period;itinvestor&period;co&period;uk&sol;2018&sol;08&sol;how-to-measure-your-portfolio-performance&sol;">tracked my returns<&sol;a> in a proper fashion&period; Therefore&comma; I&&num;8217&semi;m not exactly sure how I&&num;8217&semi;ve performed over the long term&period;<&sol;p>&NewLine;<p>My feeling is that I&&num;8217&semi;ve done ok&comma; but not delivered anything spectacular&period;<&sol;p>&NewLine;<p>I have some very crude calculations that put me at 130&percnt; since the start of 2007 compared to 95&percnt; for the UK market&period; There&&num;8217&semi;s a wide margin of error in that&comma; though&comma; as I&&num;8217&semi;ve got information on how much new money I added but not when &lpar;and I think I might even be a little out on how much as well&rpar;&period;<&sol;p>&NewLine;<p>But with all this rediscovered documenation perhaps&comma; I thought&comma; I could piece something more accurate together&quest;<&sol;p>&NewLine;<p>Luckily&comma; common sense soon prevailed&period;<&sol;p>&NewLine;<p>It would be a mammoth task to sieve through all that paperwork&period; I suspect I would get halfway through and find I still didn&&num;8217&semi;t have enough data to get an accurate figure&period;<&sol;p>&NewLine;<p>Of course&comma; in an ideal world&comma; I&&num;8217&semi;d be able to go online and download all the necessary information with a few clicks&period; Because I&&num;8217&semi;ve moved brokers a few times and also suffered from a few broker takeovers and platform updates&comma; I only have access to a few years of historical data online&period;<&sol;p>&NewLine;<h2>What&&num;8217&semi;s my number&quest;<&sol;h2>&NewLine;<p>While I&&num;8217&semi;m happy investing actively&comma; I&&num;8217&semi;m conscious that it does take up a fair amount of my time and that most active investors underperform the market average&period;<&sol;p>&NewLine;<p>Exactly how many of us underperform depends on which study you look&period; But most seem to suggest a figure of between 80&percnt; and 90&percnt; fail to cut the investment mustard over the long term&period;<&sol;p>&NewLine;<p>I have a vague plan that should my active style of investing not measure up in terms of returns that I will switch in index trackers and give myself the gift of time&period;<&sol;p>&NewLine;<p>I call it a vague plan because I haven&&num;8217&semi;t completely decided over what timescale to measure&comma; against what index&comma; and what sort of cut-off number I have for making that decision&period; Apart from those little questions&comma; though&comma; I&&num;8217&semi;m all good&excl;<&sol;p>&NewLine;<h2>The right timescale<&sol;h2>&NewLine;<p>My investing style has evolved over the years&comma; starting off in privatisation shares and investment trusts and then moving more into individual shares&period;<&sol;p>&NewLine;<p>I even dabbled with the dark side of dodgy little oil and mining shares for a little while&comma; before coming to my senses and moving back to &lpar;mostly&rpar; <a href&equals;"https&colon;&sol;&sol;www&period;itinvestor&period;co&period;uk&sol;portfolio&sol;">investment trusts<&sol;a>&period;<&sol;p>&NewLine;<p>As I&&num;8217&semi;ve said before&comma; it probably wasn&&num;8217&semi;t until <a href&equals;"https&colon;&sol;&sol;www&period;itinvestor&period;co&period;uk&sol;2019&sol;01&sol;2018-review-reshuffling-my-pack&sol;">the start of 2014<&sol;a> that my investing style settled into the way it is today&period; That was when I shifted my portfolio much more into global stocks&period; Before I was very much concentrated on the UK market&period;<&sol;p>&NewLine;<&excl;-- WP QUADS Content Ad Plugin v&period; 2&period;0&period;95 -->&NewLine;<div class&equals;"quads-location quads-ad3665 " id&equals;"quads-ad3665" style&equals;"float&colon;left&semi;margin&colon;10px 10px 10px 0&semi;padding&colon;0px 0px 0px 0&semi;" data-lazydelay&equals;"3000">&NewLine;<hr style&equals;"height&colon;5px"> &NewLine;<h3 style&equals;"text-align&colon; center&semi;">Join the Money Makers circle<&sol;h3>&NewLine;<p>I've teamed up with Jonathan Davis&comma; the editor of The Investment Trusts Handbook&comma; at Money Makers where I am now writing regular articles on trusts and funds&period;<&sol;p>&NewLine;<p>For more details of what you get by joining as a member <span style&equals;"color&colon; &num;0000ff&semi;"><a href&equals;"https&colon;&sol;&sol;money-makers&period;co&sol;membership-join&sol;"><strong>please click here<&sol;strong><&sol;a>&period;<&sol;span><&sol;p>&NewLine;&NewLine;<hr style&equals;"height&colon;5px"> &NewLine;<&sol;div>&NewLine;&NewLine;<p>Looking at my portfolio around that time&comma; I&&num;8217&semi;ve come up with something I&&num;8217&semi;m calling my crud coefficient&period; It&&num;8217&semi;s the percentage of my portfolio that was invested in utter tat that I&&num;8217&semi;d be embarrassed to admit to&period;<&sol;p>&NewLine;<p>At the start of 2011&comma; my crud coefficient was around 50&percnt;&period; That&&num;8217&semi;s with the benefit of hindsight&comma; of course&comma; but it&&num;8217&semi;s hard to look at that portfolio now without wincing&period;<&sol;p>&NewLine;<p>A couple of years later&comma; it was down to 27&percnt;&period; Partly that was because I&&num;8217&semi;d sold some crud&comma; but other crud I still held had fallen in value&period;<&sol;p>&NewLine;<p>At the start of 2014&comma; I was down to 17&percnt; and I closed that year at just 6&percnt;&period;<&sol;p>&NewLine;<p>Admittedly&comma; it was a few more years before I hit 0&percnt; and became crud-free&comma; but the start of 2014 feels like the cleanest starting point&period;<&sol;p>&NewLine;<h2>Is matching the market good enough&quest;<&sol;h2>&NewLine;<p>When I&&num;8217&semi;m selecting what to invest in these days&comma; I&&num;8217&semi;m taking a more conservative approach than I used to&period;<&sol;p>&NewLine;<p>My aim is to largely match the market with my largest holdings&comma; but hopefully be less volatile in terms of returns&period; Then I&&num;8217&semi;m adding a few side bets like UK small-caps and private equity to &lpar;hopefully&rpar; add a little bit more in the way of overall return&period;<&sol;p>&NewLine;<p>Yes&comma; I want to have my cake and eat it&period;<&sol;p>&NewLine;<p>That said&comma; I&&num;8217&semi;ve always enjoyed the process of investing&period; I think it&&num;8217&semi;s fair to say that&comma; even though my aim is to outperform the market&comma; I&&num;8217&semi;d be happy continuing with my active approach even if I just matched it&period;<&sol;p>&NewLine;<p>To be honest&comma; I&&num;8217&semi;m not sure what level of underperformance would drive me to become fully passive&period;<&sol;p>&NewLine;<p>I would probably need to underperform by a level that threatened my retirement plans&period; That&&num;8217&semi;s impossible to put a precise number on although I suspect I would know it if I saw it&period;<&sol;p>&NewLine;<p>Anything that drove me to rein in my spending&comma; for example&comma; would probably be a clear sign that a radical change is needed&period;<&sol;p>&NewLine;<h2>The UK vs&period; the world<&sol;h2>&NewLine;<p>The last piece of the puzzle is what to measure against&period;<&sol;p>&NewLine;<p>In the past&comma; I just used a UK total-return index&period; That was fine when I was mostly investing in UK stocks and UK-focused trusts&period;<&sol;p>&NewLine;<p>But it doesn&&num;8217&semi;t suit the way I invest today&period; And the performance of the UK and global markets have been very different in recent years&period;<&sol;p>&NewLine;<p>Going back to the start of 2007 again&comma; I reckon global markets are up around 195&percnt;&period; That&&num;8217&semi;s on a total return basis and measured in sterling&period;<&sol;p>&NewLine;<p>Interestingly&comma; pretty much all the outperformance against the UK&&num;8217&semi;s 95&percnt; over that same period seems to be due to currency movements&period; Back in early 2007&comma; the pound was worth a little under &dollar;2 whereas it is just &dollar;1&period;26 today&period;<&sol;p>&NewLine;<h2>Good data is hard to find<&sol;h2>&NewLine;<p>If you&&num;8217&semi;re a cheapskate like me&comma; refusing to pay hard-earned money for data feeds&comma; then getting a good&comma; ongoing source of global index figures can actually be quite difficult&period;<&sol;p>&NewLine;<p><a href&equals;"https&colon;&sol;&sol;www&period;ftserussell&period;com&sol;products&sol;indices&sol;geisac">FTSE provides figures<&sol;a> in various currencies and on a total return basis&comma; but there is no historical record&period; <a href&equals;"https&colon;&sol;&sol;www&period;msci&period;com&sol;end-of-day-data-search">MSCI is better<&sol;a> on the historical front but doesn&&num;8217&semi;t seem to provide total return data&period;<&sol;p>&NewLine;<p>I&&num;8217&semi;ve been turning to index fund prices as an alternative&comma; therefore&period;<&sol;p>&NewLine;<p>In many ways&comma; this is probably a better way to benchmark your returns&comma; even though it is a lower hurdle to clear&period; If you go the passive route&comma; then it&&num;8217&semi;s the fund you&&num;8217&semi;re buying&comma; with all its associated costs&comma; not the underlying index&period;<&sol;p>&NewLine;<h2>Choosing a fund to measure against<&sol;h2>&NewLine;<p>Many UK global trackers are priced in US dollars&comma; so aren&&num;8217&semi;t as useful for my measuring purposes&period; A lot of them have only been going a few years&comma; so don&&num;8217&semi;t have oodles of historical data available&period;<&sol;p>&NewLine;<p>I think the iShares Core MSCI World ETF &lpar;SWDA&rpar; is the oldest UK available global tracker&comma; dating back to 2009&period; But it&&num;8217&semi;s in dollars&period;<&sol;p>&NewLine;<p>The SPDR MSCI World ETF from State Street &lpar;ACWI&rpar; goes back to 2011 and Vanguard&&num;8217&semi;s VWRL&comma; <a href&equals;"https&colon;&sol;&sol;www&period;itinvestor&period;co&period;uk&sol;2019&sol;06&sol;vanguard-all-world-etf-vwrl&sol;">which I hold myself<&sol;a>&comma; joined us in 2012&period; These are both quoted in pounds&period;<&sol;p>&NewLine;<p>I&&num;8217&semi;ve been using VWRL recently&comma; mainly because I am familiar with it&period; The performance figures on Vanguard&&num;8217&semi;s own site seem to be in US dollars &lpar;boo&excl;&rpar; so I&&num;8217&semi;ve been using those from <a href&equals;"http&colon;&sol;&sol;www&period;morningstar&period;co&period;uk&sol;uk&sol;etf&sol;snapshot&sol;snapshot&period;aspx&quest;id&equals;0P0000WAHE&amp&semi;tab&equals;1&amp&semi;InvestmentType&equals;FE">Morningstar<&sol;a> instead&period;<&sol;p>&NewLine;<p>But I&&num;8217&semi;m now leaning towards using Vanguard&&num;8217&semi;s Global All Cap Index Fund&period; It was launched in November 2016&comma; so it&&num;8217&semi;s of limited use for historical measurement&period; However&comma; it&&num;8217&semi;s priced in pounds and <a href&equals;"http&colon;&sol;&sol;www&period;morningstar&period;co&period;uk&sol;uk&sol;etf&sol;snapshot&sol;snapshot&period;aspx&quest;id&equals;0P0000WAHE&amp&semi;tab&equals;1&amp&semi;InvestmentType&equals;FE">its accumulation units<&sol;a> provide an easy way to get up to date figures on a total return basis&period;<&sol;p>&NewLine;<p>What&&num;8217&semi;s more&comma; you can get all the historical daily prices you might need from Vanguard&&num;8217&semi;s website&period;<&sol;p>&NewLine;<h2>And a little closer to home<&sol;h2>&NewLine;<p>I&&num;8217&semi;m also thinking that I should reflect the fact that my portfolio has a <a href&equals;"https&colon;&sol;&sol;www&period;itinvestor&period;co&period;uk&sol;2018&sol;11&sol;go-global-or-go-home&sol;">fairly substantial UK weighting<&sol;a> of 30&percnt;&period;<&sol;p>&NewLine;<p>As the UK market only accounts some 5&percnt; of most global indices&comma; this makes a significant difference&period;<&sol;p>&NewLine;<p>So&comma; I&&num;8217&semi;ve decided that I should also compare my returns to <a href&equals;"https&colon;&sol;&sol;www&period;vanguardinvestor&period;co&period;uk&sol;investments&sol;vanguard-lifestrategy-100-equity-fund-accumulation-shares">Vanguard&&num;8217&semi;s LifeStrategy 100<&sol;a> fund&period; It has 22&percnt; in the UK&comma; so it&&num;8217&semi;s a reasonably close match for my portfolio&period; It was launched in June 2011&comma; so it offers a decent amount of readily accessible historical data&period;<&sol;p>&NewLine;<p>If I were to go fully passive&comma; I&&num;8217&semi;m not sure whether I would stick with purely global trackers or give myself a little more of a UK weighting with something like a LifeStrategy fund&period; My spending is likely to be predominantly in pounds&comma; so the latter appeals on that front&period;<&sol;p>&NewLine;<p>The LifeStrategy fund has been an easier comparative recently&comma; of course&comma; and you could argue my choice to have that high a UK weighting is self-inflicted and not a good reason to use a different benchmark&period;<&sol;p>&NewLine;<p>I&&num;8217&semi;m planning to do another portfolio round-up in early July&comma; and I think that will probably be against the global tracker&comma; the LifeStrategy fund and the All-Share&period;<&sol;p>&NewLine;<p>Keeping a wholly UK measure in there as a reference point seems sensible&comma; as it provides a sense of continuity&period; It&&num;8217&semi;s also useful to see just how the UK market is performing relative to everything else and how much of my performance is affected by my higher UK weighting&period;<&sol;p>&NewLine;<h2>What do you do&quest;<&sol;h2>&NewLine;<p>I&&num;8217&semi;d be interested to hear what others do when it comes to portfolio performance&period;<&sol;p>&NewLine;<p>Do you measure it&comma; and if so how precisely and for how long for have you done so&quest; And do you stick to UK indices or venture a little further afield&quest;<&sol;p>&NewLine;<p>Let me know in the comments section below&period;<&sol;p>&NewLine; &NewLine;&nbsp&semi;&NewLine;<hr style&equals;"height&colon;3px">&NewLine;<h3>Disclaimer<&sol;h3>&NewLine;<p>Please note that I may own some of the investments mentioned above -- you can see my current holdings on <a href&equals;"https&colon;&sol;&sol;www&period;itinvestor&period;co&period;uk&sol;portfolio&sol;">my portfolio page<&sol;a>&period; <&sol;p>&NewLine;<p>Nothing on this website should be regarded as a buy or sell recommendation as I'm just a random person writing a blog in his spare time and I am not authorised to give financial advice&period; Always do your own research and seek financial advice if necessary&excl;<&sol;p>&NewLine;<hr style&equals;""height&colon;3px"">&NewLine;<h3>Subscribe to IT Investor<&sol;h3>&NewLine;<p>Get an email alert every time I publish a new article&period; Your email address won't be used for anything else&period;<&sol;p>&NewLine;<p><div class&equals;"tnp tnp-subscription ">&NewLine;<form method&equals;"post" action&equals;"https&colon;&sol;&sol;www&period;itinvestor&period;co&period;uk&sol;wp-admin&sol;admin-ajax&period;php&quest;action&equals;tnp&amp&semi;na&equals;s">&NewLine;<input type&equals;"hidden" name&equals;"nlang" value&equals;"">&NewLine;<div class&equals;"tnp-field tnp-field-email"><label for&equals;"tnp-1">Enter your email address&period;&period;&period;<&sol;label>&NewLine;<input class&equals;"tnp-email" type&equals;"email" name&equals;"ne" id&equals;"tnp-1" value&equals;"" placeholder&equals;"" required><&sol;div>&NewLine;<div class&equals;"tnp-field tnp-field-button" style&equals;"text-align&colon; 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  • Hi,
    I now compare our performance against the Vanguard Life Strategy 80 fund. The reason being that if I were to go passive then I would stick the lot into that fund or another version of the Life Strategy offerings. My wife is very cautious and has her portfolio split 50/50 cash and investments so I guess the VLS 60 may have been a better choice. Either way, for an all in one comparator I think the Vanguard Life Strategy funds offer a good choice.

  • Another vote for VLS 80 as a benchmark.

    But to track performance in Google Sheets to calculate money weighted returns using XIRR, I switched to 80% HMWO and 20% AGBP for the real time price updates.

    Admittedly you can screen scrape VLS fund prices using the IMPORTXML function, but it's not for the faint-hearted....

    =value(SUBSTITUTE(query(IMPORTXML("http://www.hl.co.uk/funds/fund-discounts,-prices--and--factsheets/search-results/v/vanguard-lifestrategy-80-equity-accumulation","//span[@class='bid price-divide']"),"select* limit 1",0),"p","",1))/100

    • Thanks, both. I feel LS100 is probably more appropriate for my portfolio at the moment. Although I have some infrastructure trusts and a few trusts that hold fixed income, combined they are far less than 20% right now.

      That formula doesn't seem to work in my Google sheet for some reason - user error I suspect!

  • I measure portfolio performance against the FTSE All Share Total Return because that's where I am mostly invested. I currently measure this on a monthly and calendar yearly basis. That index goes back to when I started investing in 1986 so I have been able to construct a full historic record.

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