Regression from Feb 1999 - Aug 2014

Rm-Rf Alpha R2
1.05 0.92% 0.779
Standard error 0.0411 0.0019
t-statistics 25.55 0.40

Fund Profile

Symbol DFMVX
Issuer Dimensional Fund Advisors
Type Mutual Fund
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Feb 1999 - Aug 2014

Month RaR Rm-Rf Rf
199902 -3.93 -4.08 0.35
199903 3.66 3.45 0.43
199904 11.85 4.34 0.37
199905 1.49 -2.46 0.34
199906 2.47 4.77 0.40
199907 -3.84 -3.47 0.38
199908 -3.53 -1.38 0.39
199909 -5.20 -2.81 0.39
199910 1.63 6.13 0.39
199911 -0.60 3.37 0.36
199912 -0.70 7.72 0.44
200001 -5.78 -4.73 0.41
200002 -6.99 2.45 0.43
200003 11.79 5.20 0.47
200004 2.59 -6.40 0.46
200005 -1.11 -4.43 0.50
200006 -6.22 4.64 0.40
200007 5.00 -2.45 0.48
200008 6.00 7.14 0.50
200009 -1.07 -5.44 0.51
200010 2.96 -2.77 0.56
200011 -4.12 -10.73 0.51
200012 8.10 1.19 0.50
200101 7.22 3.12 0.54
200102 -1.29 -10.08 0.39
200103 -2.97 -7.27 0.44
200104 6.04 7.95 0.39
200105 2.46 0.73 0.32
200106 -2.82 -1.93 0.28
200107 0.26 -2.13 0.30
200108 -5.96 -6.46 0.31
200109 -12.22 -9.26 0.28
200110 0.62 2.47 0.22
200111 9.32 7.54 0.17
200112 2.16 1.60 0.15
200201 -3.39 -1.44 0.14
200202 -1.42 -2.29 0.13
200203 4.24 4.24 0.13
200204 -3.79 -5.20 0.15
200205 -1.34 -1.38 0.14
200206 -9.83 -7.21 0.13
200207 -12.31 -8.18 0.15
200208 1.60 0.50 0.14
200209 -9.09 -10.35 0.14
200210 5.20 7.83 0.14
200211 7.10 5.96 0.12
200212 -6.51 -5.76 0.11
200301 -2.03 -2.57 0.10
200302 -2.71 -1.89 0.09
200303 0.00 1.09 0.10
200304 9.43 8.22 0.10
200305 8.50 6.05 0.09
200306 0.78 1.42 0.10
200307 3.22 2.34 0.07
200308 3.98 2.34 0.07
200309 -3.10 -1.23 0.08
200310 7.15 6.08 0.07
200311 2.79 1.35 0.07
200312 4.55 4.30 0.08
200401 2.13 2.15 0.07
200402 2.27 1.40 0.06
200403 -0.09 -1.33 0.09
200404 -1.87 -1.83 0.08
200405 0.81 1.18 0.06
200406 2.78 1.86 0.08
200407 -3.49 -4.07 0.10
200408 -0.54 0.08 0.11
200409 3.37 1.61 0.11
200410 1.32 1.43 0.11
200411 6.78 4.54 0.15
200412 2.77 3.43 0.16
200501 -2.14 -2.75 0.16
200502 4.37 1.89 0.16
200503 -1.71 -1.96 0.21
200504 -3.63 -2.61 0.21
200505 4.42 3.65 0.24
200506 2.12 0.56 0.23
200507 5.37 3.92 0.24
200508 -0.15 -1.22 0.30
200509 1.53 0.48 0.29
200510 -2.44 -2.00 0.27
200511 3.98 3.62 0.31
200512 -0.07 -0.25 0.32
200601 5.60 3.04 0.35
200602 -0.34 -0.30 0.34
200603 2.15 1.46 0.37
200604 2.50 0.72 0.36
200605 -2.83 -3.57 0.43
200606 0.13 -0.35 0.40
200607 -0.59 -0.78 0.40
200608 0.47 2.03 0.42
200609 1.72 1.84 0.41
200610 3.90 3.23 0.41
200611 2.44 1.71 0.42
200612 1.34 0.87 0.40
200701 2.65 1.41 0.44
200702 -1.29 -1.95 0.38
200703 0.89 0.68 0.43
200704 3.54 3.49 0.44
200705 4.73 3.24 0.41
200706 -2.56 -1.96 0.40
200707 -5.42 -3.74 0.40
200708 -0.53 0.92 0.42
200709 2.14 3.23 0.32
200710 0.06 1.80 0.32
200711 -5.87 -4.82 0.34
200712 -5.43 -0.86 0.27
200801 -3.98 -6.35 0.21
200802 -3.60 -3.09 0.13
200803 -2.18 -0.94 0.17
200804 5.69 4.60 0.18
200805 2.18 1.86 0.18
200806 -11.41 -8.44 0.17
200807 -0.83 -0.77 0.15
200808 2.05 1.53 0.13
200809 -9.00 -9.24 0.15
200810 -22.32 -17.23 0.08
200811 -9.89 -7.86 0.03
200812 1.87 1.66 0.09
200901 -12.96 -8.12 0.00
200902 -13.57 -10.09 0.01
200903 10.21 8.95 0.02
200904 17.15 10.19 0.01
200905 7.56 5.21 0.00
200906 -1.98 0.43 0.01
200907 10.19 7.72 0.01
200908 6.61 3.32 0.01
200909 4.10 4.08 0.01
200910 -4.76 -2.59 0.00
200911 4.62 5.56 0.00
200912 3.22 2.75 0.01
201001 -2.85 -3.36 0.00
201002 4.58 3.40 0.00
201003 7.71 6.32 0.01
201004 3.82 2.00 0.00
201005 -8.46 -7.89 0.01
201006 -7.71 -5.56 0.01
201007 8.07 6.92 0.01
201008 -6.61 -4.77 0.01
201009 10.02 9.54 0.01
201010 3.93 3.88 0.01
201011 0.24 0.60 0.01
201012 9.38 6.82 0.01
201101 2.49 2.01 0.01
201102 5.65 3.49 0.01
201103 0.68 0.48 0.01
201104 2.35 2.90 0.00
201105 -1.64 -1.27 0.00
201106 -1.74 -1.75 0.00
201107 -4.21 -2.34 0.00
201108 -8.30 -6.00 0.01
201109 -10.14 -7.60 0.00
201110 13.87 11.34 0.00
201111 -0.83 -0.26 0.00
201112 0.99 0.74 0.00
201201 5.29 5.06 0.00
201202 5.24 4.43 0.00
201203 2.18 3.11 0.00
201204 -1.87 -0.84 0.00
201205 -7.00 -6.20 0.01
201206 5.26 3.88 0.00
201207 0.83 0.79 0.00
201208 3.79 2.56 0.01
201209 3.58 2.74 0.01
201210 0.32 -1.75 0.01
201211 0.64 0.77 0.01
201212 2.86 1.18 0.01
201301 6.60 5.58 0.00
201302 1.56 1.28 0.00
201303 4.96 4.03 0.00
201304 0.76 1.56 0.00
201305 3.29 2.81 0.00
201306 -0.63 -1.21 0.00
201307 6.04 5.65 0.00
201308 -2.92 -2.69 0.00
201309 3.67 3.76 0.00
201310 4.72 4.17 0.00
201311 4.13 3.12 0.00
201312 2.75 2.81 0.00
201401 -3.95 -3.26 0.00
201402 3.66 4.65 0.00
201403 1.50 0.41 0.00
201404 0.22 -0.14 0.00
201405 2.38 2.06 0.00
201406 2.58 2.59 0.00
201407 -1.57 -2.05 0.00
201408 3.69 4.23 0.00

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