Regression from Mar 2004 - Aug 2014

Rm-Rf Alpha R2
1.23 0.21% 0.900
Standard error 0.0370 0.0016
t-statistics 33.32 0.11

Fund Profile

Symbol VBR
Issuer Vanguard
Type ETF
Region USA
Style Small Value

Rolling Charts:


Fund Returns from Mar 2004 - Aug 2014

Month RaR Rm-Rf Rf
200403 1.59 -1.33 0.09
200404 -5.65 -1.83 0.08
200405 2.05 1.18 0.06
200406 4.79 1.86 0.08
200407 -3.49 -4.07 0.10
200408 1.24 0.08 0.11
200409 3.48 1.61 0.11
200410 1.52 1.43 0.11
200411 8.26 4.54 0.15
200412 2.84 3.43 0.16
200501 -3.64 -2.75 0.16
200502 2.41 1.89 0.16
200503 -2.17 -1.96 0.21
200504 -5.03 -2.61 0.21
200505 7.29 3.65 0.24
200506 3.56 0.56 0.23
200507 5.45 3.92 0.24
200508 -2.01 -1.22 0.30
200509 0.76 0.48 0.29
200510 -3.22 -2.00 0.27
200511 3.80 3.62 0.31
200512 -0.43 -0.25 0.32
200601 6.85 3.04 0.35
200602 0.52 -0.30 0.34
200603 3.64 1.46 0.37
200604 -0.05 0.72 0.36
200605 -3.75 -3.57 0.43
200606 1.00 -0.35 0.40
200607 -1.22 -0.78 0.40
200608 2.14 2.03 0.42
200609 0.89 1.84 0.41
200610 4.65 3.23 0.41
200611 3.29 1.71 0.42
200612 0.41 0.87 0.40
200701 1.97 1.41 0.44
200702 -0.60 -1.95 0.38
200703 0.64 0.68 0.43
200704 1.73 3.49 0.44
200705 3.82 3.24 0.41
200706 -2.29 -1.96 0.40
200707 -7.69 -3.74 0.40
200708 1.67 0.92 0.42
200709 0.87 3.23 0.32
200710 1.59 1.80 0.32
200711 -6.86 -4.82 0.34
200712 -1.30 -0.86 0.27
200801 -3.89 -6.35 0.21
200802 -2.62 -3.09 0.13
200803 -0.38 -0.94 0.17
200804 4.68 4.60 0.18
200805 4.13 1.86 0.18
200806 -11.36 -8.44 0.17
200807 4.06 -0.77 0.15
200808 3.60 1.53 0.13
200809 -5.32 -9.24 0.15
200810 -21.97 -17.23 0.08
200811 -9.55 -7.86 0.03
200812 4.49 1.66 0.09
200901 -12.41 -8.12 0.00
200902 -13.99 -10.09 0.01
200903 8.83 8.95 0.02
200904 19.55 10.19 0.01
200905 3.82 5.21 0.00
200906 -0.08 0.43 0.01
200907 10.64 7.72 0.01
200908 6.19 3.32 0.01
200909 5.41 4.08 0.01
200910 -6.09 -2.59 0.00
200911 3.54 5.56 0.00
200912 6.95 2.75 0.01
201001 -3.00 -3.36 0.00
201002 5.01 3.40 0.00
201003 8.21 6.32 0.01
201004 6.22 2.00 0.00
201005 -7.94 -7.89 0.01
201006 -8.16 -5.56 0.01
201007 7.45 6.92 0.01
201008 -6.67 -4.77 0.01
201009 10.44 9.54 0.01
201010 3.61 3.88 0.01
201011 2.27 0.60 0.01
201012 7.69 6.82 0.01
201101 0.61 2.01 0.01
201102 4.69 3.49 0.01
201103 1.47 0.48 0.01
201104 2.35 2.90 0.00
201105 -2.12 -1.27 0.00
201106 -2.09 -1.75 0.00
201107 -3.32 -2.34 0.00
201108 -8.19 -6.00 0.01
201109 -10.65 -7.60 0.00
201110 14.44 11.34 0.00
201111 -0.15 -0.26 0.00
201112 0.82 0.74 0.00
201201 6.98 5.06 0.00
201202 2.56 4.43 0.00
201203 2.40 3.11 0.00
201204 -1.00 -0.84 0.00
201205 -6.30 -6.20 0.01
201206 4.47 3.88 0.00
201207 -0.43 0.79 0.00
201208 2.99 2.56 0.01
201209 2.81 2.74 0.01
201210 -0.70 -1.75 0.01
201211 1.01 0.77 0.01
201212 3.33 1.18 0.01
201301 6.45 5.58 0.00
201302 1.61 1.28 0.00
201303 4.56 4.03 0.00
201304 0.09 1.56 0.00
201305 3.11 2.81 0.00
201306 -1.27 -1.21 0.00
201307 6.84 5.65 0.00
201308 -4.17 -2.69 0.00
201309 5.30 3.76 0.00
201310 3.92 4.17 0.00
201311 2.93 3.12 0.00
201312 2.75 2.81 0.00
201401 -2.78 -3.26 0.00
201402 4.97 4.65 0.00
201403 1.31 0.41 0.00
201404 -1.13 -0.14 0.00
201405 1.64 2.06 0.00
201406 4.32 2.59 0.00
201407 -4.79 -2.05 0.00
201408 5.12 4.23 0.00

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