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    • Annual Returns
    • Heatmap
    • Contributions
    • Drawdowns
    • Withdrawals
    • Long Term Returns
    • All Graphs
  • Writing
  • About
Factor GraphsFactor Graphs
  • Home
  • Graphs
    • Annual Returns
    • Heatmap
    • Contributions
    • Drawdowns
    • Withdrawals
    • Long Term Returns
    • All Graphs
  • Writing
  • About

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Academics have been researching investment returns for many decades now and have developed models which contain factors that explain differences in returns. My goal is to help investors better understand markets by making the data on these factors more accessible. The graphs linked below enable you to see how investment portfolios comprised of different factors would have performed historically.

 

Annual Returns

Heat Map

Contributions

Drawdowns

Withdrawals

Long Term Returns

For more information, see Factor Definitions and Data Sources.

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