D03-F04-A04 · guided benchmark lab

Excess-Return Index

Remove a financing or collateral return from a total-return series. Choose a scenario, step through the dated state, observe the decision boundary, and explain the audited output.

Normal · Arrow keys also work

Methodology state

Raw inputCalculated stateEffective boundary
Excess-Return Index state sequenceRaw and calculated synthetic values across the methodology boundary.effective boundarySynthetic observations retained: 60

What to notice now

Audit trail

StepEntityScenarioRawCalculatedState