Mutual Fund and ETF Factor Performance Attribution
Fund Factor Attribution
The table on this page shows the factor performance attribution results for mutual funds and ETFs. You can filter the data set based on factor series, geographic market area, factor model, time period and regression fit. You can also run the regression analysis for a specific ticker and time period using the desired factor model and factor data set.
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Fund Performance Attribution in Basis Points per Month Excel
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Table of mutual fund and ETF factor performance attribution
Monthly Factor Premiums (BPS)
70.5
7.1
46.1
Ticker
Name
Start Date
End Date
Annual Alpha
MKT-RF
SMB
HML
Total
R2
Notes and Disclosures
IMPORTANT: The projections or other information generated by Portfolio Visualizer regarding the likelihood of various investment outcomes are hypothetical in nature, do not reflect actual investment results and are not guarantees of future results. Results may vary with each use and over time.
The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities. All use is subject to terms of service.
Investing involves risk, including possible loss of principal. Past performance is not a guarantee of future results.
Asset allocation and diversification strategies do not guarantee a profit or protect against a loss.
Hypothetical returns do not reflect trading costs, transaction fees, commissions, or actual taxes due on investment returns.
The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.