Rm-Rf | Alpha | R2 | |
---|---|---|---|
1.11 | 3.53% | 0.846 | |
Standard error | 0.0513 | 0.0025 | |
t-statistics | 21.74 | 1.17 |
Symbol | FPX |
---|---|
Issuer | First Trust |
Type | ETF |
Region | USA |
Style | Large Growth |
Month | RaR | Rm-Rf | Rf |
---|---|---|---|
200607 | -4.37 | -0.78 | 0.40 |
200608 | 0.46 | 2.03 | 0.42 |
200609 | 4.78 | 1.84 | 0.41 |
200610 | 6.46 | 3.23 | 0.41 |
200611 | 5.77 | 1.71 | 0.42 |
200612 | 1.06 | 0.87 | 0.40 |
200701 | 3.82 | 1.41 | 0.44 |
200702 | -1.84 | -1.95 | 0.38 |
200703 | 1.78 | 0.68 | 0.43 |
200704 | 1.33 | 3.49 | 0.44 |
200705 | 5.81 | 3.24 | 0.41 |
200706 | 0.00 | -1.96 | 0.40 |
200707 | -2.19 | -3.74 | 0.40 |
200708 | -2.63 | 0.92 | 0.42 |
200709 | 4.19 | 3.23 | 0.32 |
200710 | 5.23 | 1.80 | 0.32 |
200711 | -2.96 | -4.82 | 0.34 |
200712 | 1.91 | -0.86 | 0.27 |
200801 | -10.39 | -6.35 | 0.21 |
200802 | -3.39 | -3.09 | 0.13 |
200803 | -1.10 | -0.94 | 0.17 |
200804 | 11.07 | 4.60 | 0.18 |
200805 | 4.55 | 1.86 | 0.18 |
200806 | -7.07 | -8.44 | 0.17 |
200807 | -4.23 | -0.77 | 0.15 |
200808 | 1.93 | 1.53 | 0.13 |
200809 | -16.36 | -9.24 | 0.15 |
200810 | -20.61 | -17.23 | 0.08 |
200811 | -10.55 | -7.86 | 0.03 |
200812 | 3.96 | 1.66 | 0.09 |
200901 | -7.61 | -8.12 | 0.00 |
200902 | -4.12 | -10.09 | 0.01 |
200903 | 7.41 | 8.95 | 0.02 |
200904 | 12.71 | 10.19 | 0.01 |
200905 | 5.57 | 5.21 | 0.00 |
200906 | -0.66 | 0.43 | 0.01 |
200907 | 9.16 | 7.72 | 0.01 |
200908 | 1.76 | 3.32 | 0.01 |
200909 | 6.93 | 4.08 | 0.01 |
200910 | -2.23 | -2.59 | 0.00 |
200911 | 3.77 | 5.56 | 0.00 |
200912 | 6.72 | 2.75 | 0.01 |
201001 | -3.20 | -3.36 | 0.00 |
201002 | 1.65 | 3.40 | 0.00 |
201003 | 7.34 | 6.32 | 0.01 |
201004 | 1.76 | 2.00 | 0.00 |
201005 | -9.36 | -7.89 | 0.01 |
201006 | -3.28 | -5.56 | 0.01 |
201007 | 5.70 | 6.92 | 0.01 |
201008 | -4.09 | -4.77 | 0.01 |
201009 | 11.62 | 9.54 | 0.01 |
201010 | 3.19 | 3.88 | 0.01 |
201011 | 1.36 | 0.60 | 0.01 |
201012 | 5.97 | 6.82 | 0.01 |
201101 | 1.31 | 2.01 | 0.01 |
201102 | 4.18 | 3.49 | 0.01 |
201103 | 2.07 | 0.48 | 0.01 |
201104 | 4.46 | 2.90 | 0.00 |
201105 | -0.70 | -1.27 | 0.00 |
201106 | -1.72 | -1.75 | 0.00 |
201107 | -3.94 | -2.34 | 0.00 |
201108 | -4.39 | -6.00 | 0.01 |
201109 | -9.31 | -7.60 | 0.00 |
201110 | 13.22 | 11.34 | 0.00 |
201111 | -0.97 | -0.26 | 0.00 |
201112 | 0.43 | 0.74 | 0.00 |
201201 | 6.49 | 5.06 | 0.00 |
201202 | 9.91 | 4.43 | 0.00 |
201203 | 2.86 | 3.11 | 0.00 |
201204 | -1.55 | -0.84 | 0.00 |
201205 | -6.69 | -6.20 | 0.01 |
201206 | 2.68 | 3.88 | 0.00 |
201207 | 0.67 | 0.79 | 0.00 |
201208 | 2.93 | 2.56 | 0.01 |
201209 | 3.89 | 2.74 | 0.01 |
201210 | -1.66 | -1.75 | 0.01 |
201211 | 6.28 | 0.77 | 0.01 |
201212 | 2.09 | 1.18 | 0.01 |
201301 | 8.03 | 5.58 | 0.00 |
201302 | 1.11 | 1.28 | 0.00 |
201303 | 4.55 | 4.03 | 0.00 |
201304 | 1.31 | 1.56 | 0.00 |
201305 | 2.53 | 2.81 | 0.00 |
201306 | -1.34 | -1.21 | 0.00 |
201307 | 8.89 | 5.65 | 0.00 |
201308 | -0.33 | -2.69 | 0.00 |
201309 | 5.48 | 3.76 | 0.00 |
201310 | -2.50 | 4.17 | 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.