Universe settings · Industries / Themes / Custom
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Momentum & volatility · Last 60 / 20 / 5 sessions
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Methodology, sources & limitations
Exposures use the prior 252 complete trading sessions and are applied with a one-session lag. Industry ETF returns are adjusted for market and style effects. Daily contributions are linked using prior cumulative stock wealth, in percentage points, and sum to the actual period return. The risk-free contribution is shown separately; intercept plus residual is reported as unexplained return.