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performance-attribution

Quantify portfolio excess returns with Brinson and factor attribution models.

Updated Aug 23, 2026
Search Tags:#performance#timing#attribution#factor-exposure#stock-selection#sector-allocation#Brinson
One-click install
npx skills add https://github.com/prinzeval/Vibe-Trading --skill performance-attribution-prinzeval
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: performance-attribution
Source: https://github.com/prinzeval/Vibe-Trading/tree/main/VALENDATA/agent/src/skills/performance-attribution
Command: npx skills add https://github.com/prinzeval/Vibe-Trading --skill performance-attribution-prinzeval

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Performance attribution explains why a portfolio outperformed or underperformed by decomposing excess returns into explainable sources.

Core Features & Use Cases

  • Brinson attribution: sector allocation and stock selection contributions.
  • Factor attribution: alpha/beta decomposition and factor exposures.
  • Benchmarking & timing: market-timing evaluation against a chosen benchmark and rolling performance checks.
  • Practical use case: compare two portfolios to isolate drivers of performance and risk.

Quick Start

Run Brinson attribution on a sample portfolio to decompose excess returns into allocation, selection, and interaction effects.

Frequently Asked Questions about performance-attribution

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I decompose portfolio excess returns into sector allocation and stock selection effects?▼

You can decompose portfolio excess returns by running Brinson attribution, which quantifies excess performance into distinct sector allocation, stock selection, and interaction effects using deterministic analysis.

What is performance attribution and when do I need it for benchmark comparison?▼

Performance attribution explains why a portfolio outperformed or underperformed its benchmark by breaking down excess returns into explainable sources like sector allocation, stock selection, and factor exposures.

Can I use multi-factor models for alpha and beta decomposition alongside Brinson analysis?▼

Yes, you can apply multi-factor models for alpha and beta decomposition alongside Brinson attribution to evaluate factor exposures and isolate specific drivers of portfolio excess returns.

How do I evaluate market timing against a chosen benchmark across different time periods?▼

You can evaluate market timing by applying standard timing metrics and regression-based alpha and beta estimation against a chosen benchmark, enabling rolling performance checks across multiple time periods.

Does performance attribution work for comparing two portfolios to isolate risk drivers?▼

Yes, performance attribution works for comparing two portfolios across benchmarks and time periods, allowing you to isolate the distinct drivers of performance and risk between them using deterministic workflows.

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