| 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.