Features Overview¶
FinFacts delivers enterprise-grade portfolio attribution and reporting capabilities in a secure, desktop-first application.
Core Capabilities¶
- Portfolio Attribution
Full Brinson-Fachler attribution with asset allocation, security selection, and interaction effects. Multi-period linking using Carino or Menchero methods.
- Return Calculations
Modified Dietz and Time-Weighted Return (TWR) calculations with precise flow handling and period aggregation.
- Factsheet Generation
Professional, branded one-page factsheets with customizable layouts and comprehensive data presentation.
Key Differentiators¶
Privacy & Security¶
- Local Processing: All calculations run on your machine
- No Data Egress: Sensitive data never leaves your environment
- Encrypted Communication: Secure HTTPS bridge for Excel integration
- Audit Trail: Complete lineage tracking for regulatory compliance
Professional Grade¶
- Industry Standards: CFA Institute-aligned methodologies
- Precision: Decimal-based calculations for financial accuracy
- Validation: Comprehensive data validation and error reporting
- Reproducibility: Deterministic results with version control
Performance¶
- Optimized Engine: Fast calculations even with large datasets
- Background Processing: Non-blocking UI for responsive experience
- Batch Operations: Process multiple portfolios efficiently
- Smart Caching: Intelligent result caching for faster iterations
Supported Calculations¶
Attribution Methods¶
- Brinson-Fachler Attribution
- Asset Allocation Effect
- Security Selection Effect
- Interaction Effect
- Multi-period Linking (Carino/Menchero)
Return Calculations¶
- Modified Dietz Method
- Time-Weighted Returns (TWR)
- Internal Rate of Return (IRR)
- Composite Returns
Risk Analytics¶
- Tracking Error
- Information Ratio
- Sharpe Ratio
- Maximum Drawdown
Data Input & Output¶
Supported Input Formats¶
- CSV files with flexible column mapping
- Excel workbooks (.xlsx)
- Excel named tables (via add-in)
Output Formats¶
- PDF factsheets with custom branding
- Excel reports with detailed breakdowns
- CSV exports for further analysis
- Audit workbooks with full calculations
Future Roadmap¶
- Excel Integration (Planned)
Native Excel add-in with secure localhost bridge. Validate data and generate reports without leaving Excel.
Excel Add-in Features (Planned)¶
Data Validation¶
- Real-time data validation
- Missing data identification
- Format verification
- Mapping assistance
Report Generation¶
- One-click factsheet creation
- Batch processing capabilities
- Custom template support
- Progress tracking