Regression from Apr 2000 - Aug 2014

Rm-Rf Alpha R2
1.14 2.95% 0.710
Standard error 0.0555 0.0026
t-statistics 20.47 0.96

Fund Profile

Symbol DFFVX
Issuer Dimensional Fund Advisors
Type Mutual Fund
Region USA
Style Small Value

Rolling Charts:


Fund Returns from Apr 2000 - Aug 2014

Month RaR Rm-Rf Rf
200004 0.98 -6.40 0.46
200005 -1.41 -4.43 0.50
200006 -2.41 4.64 0.40
200007 2.47 -2.45 0.48
200008 5.49 7.14 0.50
200009 -1.35 -5.44 0.51
200010 0.11 -2.77 0.56
200011 -3.27 -10.73 0.51
200012 6.54 1.19 0.50
200101 6.24 3.12 0.54
200102 -0.19 -10.08 0.39
200103 -3.66 -7.27 0.44
200104 6.81 7.95 0.39
200105 3.47 0.73 0.32
200106 1.45 -1.93 0.28
200107 2.05 -2.13 0.30
200108 -0.96 -6.46 0.31
200109 -15.02 -9.26 0.28
200110 2.91 2.47 0.22
200111 9.19 7.54 0.17
200112 -0.19 1.60 0.15
200201 1.39 -1.44 0.14
200202 2.19 -2.29 0.13
200203 8.59 4.24 0.13
200204 2.80 -5.20 0.15
200205 -3.21 -1.38 0.14
200206 -3.64 -7.21 0.13
200207 -14.69 -8.18 0.15
200208 0.00 0.50 0.14
200209 -8.86 -10.35 0.14
200210 2.54 7.83 0.14
200211 11.31 5.96 0.12
200212 -16.84 -5.76 0.11
200301 -4.66 -2.57 0.10
200302 -4.27 -1.89 0.09
200303 -0.26 1.09 0.10
200304 11.89 8.22 0.10
200305 11.31 6.05 0.09
200306 1.64 1.42 0.10
200307 5.76 2.34 0.07
200308 6.49 2.34 0.07
200309 -1.26 -1.23 0.08
200310 9.63 6.08 0.07
200311 4.14 1.35 0.07
200312 -6.52 4.30 0.08
200401 4.60 2.15 0.07
200402 1.55 1.40 0.06
200403 0.88 -1.33 0.09
200404 -3.34 -1.83 0.08
200405 1.48 1.18 0.06
200406 5.59 1.86 0.08
200407 -4.83 -4.07 0.10
200408 -0.64 0.08 0.11
200409 4.38 1.61 0.11
200410 0.93 1.43 0.11
200411 9.16 4.54 0.15
200412 -6.21 3.43 0.16
200501 -3.23 -2.75 0.16
200502 2.80 1.89 0.16
200503 -0.91 -1.96 0.21
200504 -6.79 -2.61 0.21
200505 6.63 3.65 0.24
200506 3.91 0.56 0.23
200507 6.13 3.92 0.24
200508 -1.60 -1.22 0.30
200509 -0.14 0.48 0.29
200510 -4.39 -2.00 0.27
200511 6.52 3.62 0.31
200512 -8.69 -0.25 0.32
200601 8.00 3.04 0.35
200602 -1.06 -0.30 0.34
200603 4.13 1.46 0.37
200604 1.30 0.72 0.36
200605 -3.51 -3.57 0.43
200606 0.28 -0.35 0.40
200607 -3.07 -0.78 0.40
200608 2.23 2.03 0.42
200609 0.70 1.84 0.41
200610 4.97 3.23 0.41
200611 3.40 1.71 0.42
200612 -7.67 0.87 0.40
200701 2.09 1.41 0.44
200702 -0.55 -1.95 0.38
200703 0.69 0.68 0.43
200704 2.05 3.49 0.44
200705 4.35 3.24 0.41
200706 -1.54 -1.96 0.40
200707 -7.30 -3.74 0.40
200708 -0.28 0.92 0.42
200709 -0.14 3.23 0.32
200710 0.21 1.80 0.32
200711 -7.11 -4.82 0.34
200712 -3.94 -0.86 0.27
200801 -4.74 -6.35 0.21
200802 -2.57 -3.09 0.13
200803 0.68 -0.94 0.17
200804 3.29 4.60 0.18
200805 4.58 1.86 0.18
200806 -10.32 -8.44 0.17
200807 2.62 -0.77 0.15
200808 4.50 1.53 0.13
200809 -6.34 -9.24 0.15
200810 -21.70 -17.23 0.08
200811 -12.97 -7.86 0.03
200812 6.50 1.66 0.09
200901 -13.76 -8.12 0.00
200902 -13.18 -10.09 0.01
200903 11.02 8.95 0.02
200904 19.42 10.19 0.01
200905 3.37 5.21 0.00
200906 -0.23 0.43 0.01
200907 11.92 7.72 0.01
200908 5.32 3.32 0.01
200909 5.55 4.08 0.01
200910 -7.23 -2.59 0.00
200911 3.34 5.56 0.00
200912 7.93 2.75 0.01
201001 -2.27 -3.36 0.00
201002 5.57 3.40 0.00
201003 8.36 6.32 0.01
201004 7.22 2.00 0.00
201005 -9.01 -7.89 0.01
201006 -9.48 -5.56 0.01
201007 7.81 6.92 0.01
201008 -8.10 -4.77 0.01
201009 12.24 9.54 0.01
201010 3.72 3.88 0.01
201011 3.98 0.60 0.01
201012 8.97 6.82 0.01
201101 0.70 2.01 0.01
201102 5.66 3.49 0.01
201103 1.92 0.48 0.01
201104 1.56 2.90 0.00
201105 -2.49 -1.27 0.00
201106 -2.16 -1.75 0.00
201107 -3.48 -2.34 0.00
201108 -10.06 -6.00 0.01
201109 -12.41 -7.60 0.00
201110 15.76 11.34 0.00
201111 0.30 -0.26 0.00
201112 0.99 0.74 0.00
201201 6.08 5.06 0.00
201202 3.61 4.43 0.00
201203 1.91 3.11 0.00
201204 -1.68 -0.84 0.00
201205 -7.43 -6.20 0.01
201206 4.05 3.88 0.00
201207 -0.50 0.79 0.00
201208 4.62 2.56 0.01
201209 3.20 2.74 0.01
201210 -0.59 -1.75 0.01
201211 1.66 0.77 0.01
201212 3.46 1.18 0.01
201301 6.87 5.58 0.00
201302 1.71 1.28 0.00
201303 4.87 4.03 0.00
201304 -1.00 1.56 0.00
201305 4.91 2.81 0.00
201306 -0.69 -1.21 0.00
201307 7.02 5.65 0.00
201308 -3.71 -2.69 0.00
201309 5.62 3.76 0.00
201310 4.28 4.17 0.00
201311 4.44 3.12 0.00
201312 2.62 2.81 0.00
201401 -4.71 -3.26 0.00
201402 5.13 4.65 0.00
201403 2.02 0.41 0.00
201404 -1.81 -0.14 0.00
201405 0.97 2.06 0.00
201406 4.22 2.59 0.00
201407 -4.96 -2.05 0.00
201408 5.09 4.23 0.00

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