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Brinson attribution analysis, sector decomposition, and monthly returns.
Total Return YTD
+6.80%
Allocation Effect
+0.92%
Selection Effect
+1.14%
Interaction Effect
-0.26%
Decomposition of portfolio return vs benchmark
Allocation and selection effects decomposed by sector
| Sector | Port. Wt% | Bench. Wt% | Port. Ret% | Bench. Ret% | Allocation | Selection |
|---|---|---|---|---|---|---|
| Technology | 22% | 20% | +12.4% | +10.2% | +0.12% | +0.44% |
| Fixed Income | 42% | 45% | +4.2% | +3.8% | +0.08% | +0.18% |
| Healthcare | 8% | 10% | +6.8% | +8.2% | -0.08% | -0.14% |
| Financials | 12% | 10% | +8.4% | +7.1% | +0.12% | +0.16% |
| Energy | 6% | 8% | +2.1% | +4.5% | -0.14% | -0.14% |
| Other | 10% | 7% | +5.2% | +4.8% | +0.82% | +0.64% |
YTD performance heatmap by month