| Rm-Rf | SMB | HML | Mom | Alpha | R2 | |
|---|---|---|---|---|---|---|
| 0.94 | -0.16 | 0.06 | 0.05 | 0.51% | 0.984 | |
| Standard error | 0.0204 | 0.0382 | 0.0404 | 0.0267 | 0.0008 | |
| t-statistics | 46.31 | -4.21 | 1.41 | 1.70 | 0.56 |
| Symbol | EQL |
|---|---|
| Issuer | ALPS |
| Type | ETF |
| Region | USA |
| Style | Large Blend |
| Month | RaR | Rm-Rf | SMB | HML | Mom | Rf |
|---|---|---|---|---|---|---|
| 200909 | 3.45 | 4.08 | 2.47 | 1.40 | -5.02 | 0.01 |
| 200910 | -2.01 | -2.59 | -4.22 | -4.37 | 2.67 | 0.00 |
| 200911 | 6.35 | 5.56 | -2.65 | 0.17 | 0.37 | 0.00 |
| 200912 | 2.78 | 2.75 | 5.79 | 0.73 | 2.89 | 0.01 |
| 201001 | -4.21 | -3.36 | 0.19 | 0.61 | -5.34 | 0.00 |
| 201002 | 3.03 | 3.40 | 1.44 | 2.74 | 3.62 | 0.00 |
| 201003 | 5.54 | 6.32 | 1.58 | 2.03 | 3.70 | 0.01 |
| 201004 | 1.77 | 2.00 | 4.94 | 3.15 | 3.14 | 0.00 |
| 201005 | -8.32 | -7.89 | -0.08 | -2.33 | -0.22 | 0.01 |
| 201006 | -4.68 | -5.56 | -2.13 | -4.26 | -2.90 | 0.01 |
| 201007 | 6.72 | 6.92 | 0.17 | 0.22 | 1.92 | 0.01 |
| 201008 | -3.18 | -4.77 | -2.94 | -1.64 | -0.13 | 0.01 |
| 201009 | 8.54 | 9.54 | 3.84 | -3.02 | 1.35 | 0.01 |
| 201010 | 3.46 | 3.88 | 1.04 | -2.30 | 1.58 | 0.01 |
| 201011 | 0.19 | 0.60 | 3.66 | -0.54 | 2.51 | 0.01 |
| 201012 | 6.63 | 6.82 | 0.78 | 3.58 | -3.21 | 0.01 |
| 201101 | 1.88 | 2.01 | -2.46 | 0.86 | -0.30 | 0.01 |
| 201102 | 3.24 | 3.49 | 1.63 | 1.67 | 2.05 | 0.01 |
| 201103 | 0.57 | 0.48 | 2.62 | -1.22 | 3.59 | 0.01 |
| 201104 | 3.04 | 2.90 | -0.32 | -2.25 | 0.08 | 0.00 |
| 201105 | -0.93 | -1.27 | -0.65 | -2.21 | -0.58 | 0.00 |
| 201106 | -1.32 | -1.75 | -0.08 | -0.42 | 1.76 | 0.00 |
| 201107 | -2.15 | -2.34 | -1.40 | -1.20 | 0.14 | 0.00 |
| 201108 | -4.83 | -6.00 | -3.30 | -1.56 | -0.35 | 0.01 |
| 201109 | -6.60 | -7.60 | -3.68 | -1.06 | -2.52 | 0.00 |
| 201110 | 9.70 | 11.34 | 3.58 | -0.90 | -1.45 | 0.00 |
| 201111 | -0.03 | -0.26 | -0.26 | -0.17 | 4.00 | 0.00 |
| 201112 | 0.94 | 0.74 | -0.57 | 1.53 | 1.89 | 0.00 |
| 201201 | 4.21 | 5.06 | 2.52 | -2.13 | -7.95 | 0.00 |
| 201202 | 3.29 | 4.43 | -1.65 | 0.04 | -0.28 | 0.00 |
| 201203 | 2.64 | 3.11 | -0.23 | -0.07 | 1.46 | 0.00 |
| 201204 | -0.34 | -0.84 | -0.61 | -0.20 | 3.84 | 0.00 |
| 201205 | -5.80 | -6.20 | -0.10 | 0.10 | 6.61 | 0.01 |
| 201206 | 4.11 | 3.88 | 0.82 | 0.46 | -1.14 | 0.00 |
| 201207 | 1.40 | 0.79 | -2.59 | 0.02 | 3.06 | 0.00 |
| 201208 | 1.46 | 2.56 | 0.72 | 0.59 | -2.51 | 0.01 |
| 201209 | 2.85 | 2.74 | 0.49 | 1.57 | -1.02 | 0.01 |
| 201210 | -0.76 | -1.75 | -1.07 | 4.17 | 0.12 | 0.01 |
| 201211 | -0.18 | 0.77 | 0.67 | -1.10 | 0.37 | 0.01 |
| 201212 | 1.10 | 1.18 | 1.66 | 3.28 | -2.92 | 0.01 |
| 201301 | 5.58 | 5.58 | 0.49 | 1.35 | -1.87 | 0.00 |
| 201302 | 1.51 | 1.28 | -0.38 | 0.31 | 1.47 | 0.00 |
| 201303 | 3.45 | 4.03 | 0.84 | -0.06 | 2.08 | 0.00 |
| 201304 | 1.83 | 1.56 | -2.43 | 0.36 | 0.34 | 0.00 |
| 201305 | 1.86 | 2.81 | 1.93 | 1.31 | -1.89 | 0.00 |
| 201306 | -1.21 | -1.21 | 1.23 | -0.45 | 0.65 | 0.00 |
| 201307 | 4.53 | 5.65 | 1.85 | 0.79 | 1.69 | 0.00 |
| 201308 | -3.05 | -2.69 | 0.28 | -2.46 | 0.05 | 0.00 |
| 201309 | 3.33 | 3.76 | 2.85 | -1.51 | 3.01 | 0.00 |
| 201310 | 5.46 | 4.17 | -1.52 | 1.39 | 0.11 | 0.00 |
Use the form below to perform a regression analysis for a specific fund.
Pick a fund symbol, regression type, and optional start and end months to perform the calculation.