Regression from Mar 2004 - Aug 2014

Rm-Rf Alpha R2
1.26 0.40% 0.922
Standard error 0.0328 0.0014
t-statistics 38.34 0.23

Fund Profile

Symbol VB
Issuer Vanguard
Type ETF
Region USA
Style Small Blend

Rolling Charts:


Fund Returns from Mar 2004 - Aug 2014

Month RaR Rm-Rf Rf
200403 0.78 -1.33 0.09
200404 -4.70 -1.83 0.08
200405 2.11 1.18 0.06
200406 3.77 1.86 0.08
200407 -6.10 -4.07 0.10
200408 -0.91 0.08 0.11
200409 4.95 1.61 0.11
200410 2.13 1.43 0.11
200411 7.93 4.54 0.15
200412 3.67 3.43 0.16
200501 -3.56 -2.75 0.16
200502 2.02 1.89 0.16
200503 -2.53 -1.96 0.21
200504 -4.35 -2.61 0.21
200505 6.18 3.65 0.24
200506 3.26 0.56 0.23
200507 6.42 3.92 0.24
200508 -1.91 -1.22 0.30
200509 0.91 0.48 0.29
200510 -3.84 -2.00 0.27
200511 5.48 3.62 0.31
200512 -0.21 -0.25 0.32
200601 7.63 3.04 0.35
200602 0.19 -0.30 0.34
200603 4.13 1.46 0.37
200604 0.07 0.72 0.36
200605 -5.07 -3.57 0.43
200606 0.04 -0.35 0.40
200607 -3.08 -0.78 0.40
200608 2.30 2.03 0.42
200609 0.84 1.84 0.41
200610 5.11 3.23 0.41
200611 3.32 1.71 0.42
200612 -0.08 0.87 0.40
200701 2.50 1.41 0.44
200702 -0.06 -1.95 0.38
200703 1.13 0.68 0.43
200704 2.66 3.49 0.44
200705 4.46 3.24 0.41
200706 -1.38 -1.96 0.40
200707 -6.22 -3.74 0.40
200708 1.52 0.92 0.42
200709 2.33 3.23 0.32
200710 2.51 1.80 0.32
200711 -6.65 -4.82 0.34
200712 -0.75 -0.86 0.27
200801 -6.39 -6.35 0.21
200802 -2.39 -3.09 0.13
200803 -0.85 -0.94 0.17
200804 5.68 4.60 0.18
200805 4.84 1.86 0.18
200806 -8.45 -8.44 0.17
200807 1.45 -0.77 0.15
200808 3.21 1.53 0.13
200809 -8.89 -9.24 0.15
200810 -21.87 -17.23 0.08
200811 -11.41 -7.86 0.03
200812 5.17 1.66 0.09
200901 -9.65 -8.12 0.00
200902 -12.00 -10.09 0.01
200903 8.50 8.95 0.02
200904 18.64 10.19 0.01
200905 5.64 5.21 0.00
200906 -0.30 0.43 0.01
200907 9.57 7.72 0.01
200908 4.27 3.32 0.01
200909 6.28 4.08 0.01
200910 -6.36 -2.59 0.00
200911 3.29 5.56 0.00
200912 7.91 2.75 0.01
201001 -3.36 -3.36 0.00
201002 4.81 3.40 0.00
201003 8.45 6.32 0.01
201004 5.59 2.00 0.00
201005 -7.76 -7.89 0.01
201006 -7.74 -5.56 0.01
201007 7.20 6.92 0.01
201008 -6.64 -4.77 0.01
201009 11.99 9.54 0.01
201010 4.09 3.88 0.01
201011 3.19 0.60 0.01
201012 7.83 6.82 0.01
201101 0.71 2.01 0.01
201102 5.52 3.49 0.01
201103 2.34 0.48 0.01
201104 2.94 2.90 0.00
201105 -1.96 -1.27 0.00
201106 -2.10 -1.75 0.00
201107 -3.62 -2.34 0.00
201108 -8.34 -6.00 0.01
201109 -10.98 -7.60 0.00
201110 15.29 11.34 0.00
201111 -0.44 -0.26 0.00
201112 0.24 0.74 0.00
201201 6.95 5.06 0.00
201202 3.27 4.43 0.00
201203 2.33 3.11 0.00
201204 -1.02 -0.84 0.00
201205 -6.73 -6.20 0.01
201206 4.63 3.88 0.00
201207 -1.00 0.79 0.00
201208 3.56 2.56 0.01
201209 2.79 2.74 0.01
201210 -1.43 -1.75 0.01
201211 1.25 0.77 0.01
201212 3.01 1.18 0.01
201301 6.35 5.58 0.00
201302 1.26 1.28 0.00
201303 4.64 4.03 0.00
201304 0.30 1.56 0.00
201305 3.59 2.81 0.00
201306 -1.05 -1.21 0.00
201307 6.78 5.65 0.00
201308 -3.23 -2.69 0.00
201309 5.84 3.76 0.00
201310 3.18 4.17 0.00
201311 2.71 3.12 0.00
201312 2.55 2.81 0.00
201401 -2.06 -3.26 0.00
201402 5.08 4.65 0.00
201403 -0.18 0.41 0.00
201404 -2.44 -0.14 0.00
201405 1.26 2.06 0.00
201406 4.97 2.59 0.00
201407 -5.02 -2.05 0.00
201408 5.06 4.23 0.00

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