Tracking error (population standard deviation of period-return differences) and cumulative tracking difference between an ETF and its benchmark.
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The calculator applies the standard formula for this calculation to the values you enter and returns the result instantly.
Tracking error (population standard deviation of period-return differences) and cumulative tracking difference between an ETF and its benchmark.
You will need: ETF Period Returns (%, comma-separated), Benchmark Period Returns (%, comma-separated).
It shows Periods Compared, Average Active Return, Tracking Error (std. dev.), Cumulative Tracking Difference, computed instantly from the values you enter.
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