Funds Data Plane

ETF L1/L2/L3 return decomposition time series

An ETF's portfolio return decomposition (Funds_DAG surface_portfolios_zarr) — same (teo,) schema as /api/funds/{bw_fund_id}/portfolio: portfolio_{gross,market,sector,subsector,idiosyncratic}_return, identity_residual, weight_sum, n_holdings_active, effective_n, top10_weight_sum. The response reports weight_basis — v1 = latest_holdings_constant (the factor profile of the ETF's current composition over ERM3 monthly's full history; the time-varying month-end basis matching the per-fund semantic is a follow-on) — and variance_shares (the diversification-credited full-window market/sector/subsector/residual shares). Soft gateway auth (public read).

get/data/etf/{ticker}/portfolio

Request

  • Base URL: https://riskmodels.app/api
  • URL: https://riskmodels.app/api/data/etf/{ticker}/portfolio
  • Auth: one of:
    • HTTP bearer
    • none

Path parameters

tickerstring required

Query parameters

start_datestring date
end_datestring date

Response

ETF portfolio decomposition time series.

portfolio_idstring
tickerstring
benchmark_context_idstring
source_kind'fund' | 'etf' | 'benchmark' | 'filer_13f'
weight_basis'latest_holdings_constant' | 'time_varying' nullable

How the per-teo weights were derived. v1 = latest_holdings_constant.

teo_frequencystring
n_rowsinteger

Example response

{
  "teo_frequency": "monthly"
}

Changes

No recorded changes to this operation across all 1 revision of this API.