Attribution
Attribution, benchmark, capture-ratio, and investment-performance terms used in portfolio review.
Investing terms for return measurement and attribution.
Return Measurement and Attribution terms measure portfolio return, attribution, benchmark-relative results, tracking error, and risk-adjusted performance.
Use this branch when the question depends on how performance was calculated, attributed, benchmarked, or adjusted for risk.
| Area | Use it for |
|---|---|
| Performance Attribution, Benchmarks, and Capture | Return calculation, attribution, benchmark, capture ratio, tracking error, alpha, Sharpe, Sortino, Treynor, or risk-adjusted performance terms. |
| Return Calculation Methods | Return calculation, attribution, benchmark, capture ratio, tracking error, alpha, Sharpe, Sortino, Treynor, or risk-adjusted performance terms. |
Check the return formula, cash-flow timing, benchmark, fee treatment, reference rate or hurdle rate input, volatility period, attribution model, currency, and whether performance is gross, net, historical, or hypothetical.
This page is educational and does not recommend a specific portfolio, security, fund, tax treatment, or account choice.
Choose a subsection first. Deeper term pages live inside each subsection, which keeps large topic hubs readable.
Attribution, benchmark, capture-ratio, and investment-performance terms used in portfolio review.
Return calculation terms for ROI, time-weighted return, money-weighted return, and Dietz methods.