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Is there a public source or a paid service that provides FF3 (or FF4 = "Carhart") factor loadings for US traded ETFs and Mutual Funds? Something that is regularly updated and that provides comparable figures (same time interval, for ex.) for all funds it covers?

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    $\begingroup$ Unfortunately not as far as I know. I tried to compare returns of the most well-known US mutual funds last year. However, downloading the returns from yahoo finance, the FF factor from Kenneth Frecnch's website and running a regression didn't take me extremely long. Also gives you the opportunity to run the CAPM, FF3 4 or 5 separately $\endgroup$ – Tim May 11 '16 at 3:10

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