Regression from Mar 2004 - Aug 2014

Rm-Rf Alpha R2
1.27 0.49% 0.894
Standard error 0.0394 0.0017
t-statistics 32.33 0.24

Fund Profile

Symbol VBK
Issuer Vanguard
Type ETF
Region USA
Style Small Growth

Rolling Charts:


Fund Returns from Mar 2004 - Aug 2014

Month RaR Rm-Rf Rf
200403 0.34 -1.33 0.09
200404 -4.26 -1.83 0.08
200405 2.41 1.18 0.06
200406 2.88 1.86 0.08
200407 -8.32 -4.07 0.10
200408 -3.12 0.08 0.11
200409 6.04 1.61 0.11
200410 3.09 1.43 0.11
200411 7.30 4.54 0.15
200412 3.93 3.43 0.16
200501 -3.43 -2.75 0.16
200502 1.74 1.89 0.16
200503 -2.73 -1.96 0.21
200504 -5.27 -2.61 0.21
200505 7.36 3.65 0.24
200506 3.00 0.56 0.23
200507 6.75 3.92 0.24
200508 -1.14 -1.22 0.30
200509 0.82 0.48 0.29
200510 -3.81 -2.00 0.27
200511 5.95 3.62 0.31
200512 0.09 -0.25 0.32
200601 8.28 3.04 0.35
200602 -0.17 -0.30 0.34
200603 5.00 1.46 0.37
200604 -0.05 0.72 0.36
200605 -5.98 -3.57 0.43
200606 -1.25 -0.35 0.40
200607 -4.78 -0.78 0.40
200608 2.10 2.03 0.42
200609 0.86 1.84 0.41
200610 5.60 3.23 0.41
200611 3.04 1.71 0.42
200612 -0.19 0.87 0.40
200701 2.65 1.41 0.44
200702 0.34 -1.95 0.38
200703 1.89 0.68 0.43
200704 3.52 3.49 0.44
200705 5.16 3.24 0.41
200706 -0.48 -1.96 0.40
200707 -4.86 -3.74 0.40
200708 1.49 0.92 0.42
200709 3.48 3.23 0.32
200710 3.52 1.80 0.32
200711 -6.72 -4.82 0.34
200712 0.18 -0.86 0.27
200801 -9.07 -6.35 0.21
200802 -1.74 -3.09 0.13
200803 -1.34 -0.94 0.17
200804 6.55 4.60 0.18
200805 5.98 1.86 0.18
200806 -5.94 -8.44 0.17
200807 -0.78 -0.77 0.15
200808 2.66 1.53 0.13
200809 -12.82 -9.24 0.15
200810 -22.18 -17.23 0.08
200811 -11.95 -7.86 0.03
200812 4.75 1.66 0.09
200901 -6.89 -8.12 0.00
200902 -9.92 -10.09 0.01
200903 9.35 8.95 0.02
200904 16.64 10.19 0.01
200905 4.19 5.21 0.00
200906 2.31 0.43 0.01
200907 8.87 7.72 0.01
200908 2.74 3.32 0.01
200909 7.01 4.08 0.01
200910 -6.71 -2.59 0.00
200911 3.06 5.56 0.00
200912 8.79 2.75 0.01
201001 -3.66 -3.36 0.00
201002 4.68 3.40 0.00
201003 8.15 6.32 0.01
201004 4.94 2.00 0.00
201005 -7.51 -7.89 0.01
201006 -7.12 -5.56 0.01
201007 6.89 6.92 0.01
201008 -6.61 -4.77 0.01
201009 13.65 9.54 0.01
201010 4.68 3.88 0.01
201011 3.84 0.60 0.01
201012 8.00 6.82 0.01
201101 0.89 2.01 0.01
201102 6.22 3.49 0.01
201103 3.19 0.48 0.01
201104 3.32 2.90 0.00
201105 -1.67 -1.27 0.00
201106 -2.02 -1.75 0.00
201107 -3.88 -2.34 0.00
201108 -8.58 -6.00 0.01
201109 -11.42 -7.60 0.00
201110 16.27 11.34 0.00
201111 -0.66 -0.26 0.00
201112 -0.60 0.74 0.00
201201 7.22 5.06 0.00
201202 3.88 4.43 0.00
201203 2.25 3.11 0.00
201204 -0.98 -0.84 0.00
201205 -7.21 -6.20 0.01
201206 4.86 3.88 0.00
201207 -1.35 0.79 0.00
201208 4.02 2.56 0.01
201209 2.64 2.74 0.01
201210 -2.36 -1.75 0.01
201211 1.71 0.77 0.01
201212 2.65 1.18 0.01
201301 6.09 5.58 0.00
201302 0.90 1.28 0.00
201303 4.86 4.03 0.00
201304 -0.39 1.56 0.00
201305 4.40 2.81 0.00
201306 -0.93 -1.21 0.00
201307 6.80 5.65 0.00
201308 -1.91 -2.69 0.00
201309 6.15 3.76 0.00
201310 2.48 4.17 0.00
201311 2.36 3.12 0.00
201312 2.51 2.81 0.00
201401 -1.14 -3.26 0.00
201402 5.14 4.65 0.00
201403 -2.25 0.41 0.00
201404 -3.77 -0.14 0.00
201405 0.70 2.06 0.00
201406 5.81 2.59 0.00
201407 -5.24 -2.05 0.00
201408 4.73 4.23 0.00

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