Beta slippage is a multi-day tracking difference found in leveraged ETF or ETP. Leveraged ETF must rebalance over a predetermined time frame. For example a daily leveraged ETF/ETP rebalances at the market close each day. This means the price movements are calculated on a percentage basis for that d…

Beta Slippage on ETF

Marc45 August 22, 2021, 7:04am 4

for your information,
Beta slippage and compounding are the same things

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