Fama French 5 Factor Portfolio
Posted: Fri Oct 10, 2025 6:53 pm
I tried to construct a low cost FF 5 Factor portfolio and compared it to the total stock market and a 60/40 SCV/LCG stock fund mainly for accumulation. Am I missing something on the Fama-French portfolio because it behaved the worst over the last 8 years? Is there a way to get more robust data from longer funds that might show better returns over the past 3-4 decades? Should I just use FF portfolios for decumulation? Here are the portfolios
https://testfol.io/?s=jHyoLkmu0Hi
https://testfol.io/?s=jHyoLkmu0Hi