For a given portfolio, I have ending balance, cash flows, mgmt fees and 
other expenses, all as dollar amounts and with the datestamp for when 
the transactions occurred.  For example the data in a spreadsheet looks 
like below.  Not that there is not a value for every series for every 
day (in this case) in the timeframe.

Date 	Endbalance 	Flows 	Fees 	Expenses 	OtherExp
6/30/2009 	20188032.0276479 	
	
	
	
7/5/2009 	
	152873.767741935 	
	
	
7/15/2009 	
	
	-17955.0100671141 	
	
7/30/2009 	
	
	
	-471.3804713805 	
7/31/2009 	20213769.5719173 	
	
	
	-770.26875
8/12/2009 	
	
	
	-540.3366666667 	
8/31/2009 	21469045.0527392 	
	
	
	-37.7901639344
9/8/2009 	
	-1332356.91111111 	
	
	
9/27/2009 	
	
	
	-582.8338983051 	
9/30/2009 	20892218.8641907 	
	
	
	-169.4


What I'm trying to find are any already-written functions, utilities, 
code, etc that calculates various returns incorporating some or all of 
the expenses and flows as they are presented, to arrive at gross and net 
of fee returns.  But I cannot seem to find anything that has already 
been done (searched for r-packages, thought about whether or not the 
Blotter package could help, etc.)

Can anyone point me to such code?  (I know the math for the calcs is 
widely available, e.g. in Mr. Bacon's book ...)

Any pointers would be appreciated!  And best wishes to everyone for the 
new year ...

Regards,
Matt Considine

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