Fama and French determined that higher exposure to their size factor led to outperformance. Equal weighting increases your portfolios size exposure. See https:/

Fama and French determined that higher exposure to their size factor led to outperformance. Equal weighting increases your portfolios size exposure. See https://en.m.wikipedia.org/wiki/Fama%E2%80%93French_three-factor_model https://en.m.wikipedia.org/wiki/Fama%E2%80%93French_three-fa...