Portfolio Performance Attribution Calculator
Decompose one-period active return into allocation, selection and interaction using matched portfolio/benchmark sectors.
YOUR CALCULATION
Result
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Calculation steps
Work through one step at a time or reveal the complete calculation. The steps use your current inputs.
How to calculate
Use Brinson–Fachler allocation against total benchmark return, benchmark-weighted selection, and the weight/return interaction. Sum the effects to reconcile active return.
Allocation=(wp−wb)(rb−benchmark total); selection=wb(rp−rb); interaction=(wp−wb)(rp−rb)
Worked example
Portfolio weights 60/40 and returns 12%/3%, benchmark weights 50/50 and returns 10%/4%, give portfolio 8.4%, benchmark 7%, and active return 1.4 percentage points.
Assumptions and input details
One period only, long-only portfolio and benchmark weights each summing to 100%. Supply comparable sector returns even for sectors with zero weight. Effects are percentage-point contributions, not cash profits. No multi-period linking, currency attribution, transaction-cost allocation or security-level inference. No live market data or national tax rules are inferred. Enter consistent amounts in one currency unless explicitly stated otherwise.
References: CFA Institute: attribution formulas
Using this calculator
Can I enter my own problem?
Yes. Replace the example values with your own inputs. The result, calculation steps, tables and applicable diagrams update from those inputs. Blank or invalid values clear the result; example values are never silently substituted for missing inputs.
Are the results exact?
Results use floating-point arithmetic and displayed rounding. Read the formula, assumptions and any stated data precision before interpreting the result.
Is my input uploaded?
The calculation runs in your browser. No account, file upload or external AI service is required. Inputs are not saved between page reloads.
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