Regression from Apr 2004 - Aug 2014

Rm-Rf Alpha R2
1.18 -0.02% 0.864
Standard error 0.0420 0.0018
t-statistics 28.01 -0.01

Fund Profile

Symbol VCDAX
Issuer Vanguard
Type Mutual Fund
Region USA
Style Sector

Rolling Charts:


Fund Returns from Apr 2004 - Aug 2014

Month RaR Rm-Rf Rf
200404 -1.98 -1.83 0.08
200405 0.26 1.18 0.06
200406 0.74 1.86 0.08
200407 -4.51 -4.07 0.10
200408 -0.18 0.08 0.11
200409 3.14 1.61 0.11
200410 3.49 1.43 0.11
200411 4.95 4.54 0.15
200412 5.37 3.43 0.16
200501 -3.63 -2.75 0.16
200502 -0.20 1.89 0.16
200503 -0.76 -1.96 0.21
200504 -6.27 -2.61 0.21
200505 6.38 3.65 0.24
200506 1.05 0.56 0.23
200507 5.13 3.92 0.24
200508 -3.78 -1.22 0.30
200509 -2.74 0.48 0.29
200510 -2.53 -2.00 0.27
200511 4.27 3.62 0.31
200512 -1.04 -0.25 0.32
200601 1.99 3.04 0.35
200602 0.52 -0.30 0.34
200603 1.38 1.46 0.37
200604 0.74 0.72 0.36
200605 -2.52 -3.57 0.43
200606 -0.71 -0.35 0.40
200607 -4.04 -0.78 0.40
200608 2.38 2.03 0.42
200609 5.94 1.84 0.41
200610 6.42 3.23 0.41
200611 1.81 1.71 0.42
200612 1.92 0.87 0.40
200701 3.27 1.41 0.44
200702 -2.33 -1.95 0.38
200703 -0.10 0.68 0.43
200704 2.49 3.49 0.44
200705 3.00 3.24 0.41
200706 -1.77 -1.96 0.40
200707 -5.83 -3.74 0.40
200708 0.46 0.92 0.42
200709 -0.11 3.23 0.32
200710 0.32 1.80 0.32
200711 -6.18 -4.82 0.34
200712 -4.87 -0.86 0.27
200801 -2.28 -6.35 0.21
200802 -4.75 -3.09 0.13
200803 -1.02 -0.94 0.17
200804 4.27 4.60 0.18
200805 0.94 1.86 0.18
200806 -12.75 -8.44 0.17
200807 0.56 -0.77 0.15
200808 6.80 1.53 0.13
200809 -8.54 -9.24 0.15
200810 -21.17 -17.23 0.08
200811 -11.06 -7.86 0.03
200812 6.42 1.66 0.09
200901 -9.84 -8.12 0.00
200902 -7.75 -10.09 0.01
200903 12.60 8.95 0.02
200904 19.39 10.19 0.01
200905 -0.45 5.21 0.00
200906 0.74 0.43 0.01
200907 9.97 7.72 0.01
200908 4.17 3.32 0.01
200909 5.68 4.08 0.01
200910 -3.18 -2.59 0.00
200911 6.18 5.56 0.00
200912 4.96 2.75 0.01
201001 -2.60 -3.36 0.00
201002 6.01 3.40 0.00
201003 8.44 6.32 0.01
201004 6.27 2.00 0.00
201005 -7.07 -7.89 0.01
201006 -10.07 -5.56 0.01
201007 7.98 6.92 0.01
201008 -4.72 -4.77 0.01
201009 12.33 9.54 0.01
201010 5.36 3.88 0.01
201011 3.33 0.60 0.01
201012 4.37 6.82 0.01
201101 -0.90 2.01 0.01
201102 5.56 3.49 0.01
201103 -0.06 0.48 0.01
201104 3.94 2.90 0.00
201105 -0.12 -1.27 0.00
201106 -0.37 -1.75 0.00
201107 -1.78 -2.34 0.00
201108 -6.03 -6.00 0.01
201109 -7.58 -7.60 0.00
201110 12.92 11.34 0.00
201111 -1.31 -0.26 0.00
201112 0.94 0.74 0.00
201201 6.50 5.06 0.00
201202 5.29 4.43 0.00
201203 4.20 3.11 0.00
201204 0.66 -0.84 0.00
201205 -5.82 -6.20 0.01
201206 1.42 3.88 0.00
201207 -0.23 0.79 0.00
201208 4.91 2.56 0.01
201209 3.13 2.74 0.01
201210 -0.90 -1.75 0.01
201211 2.80 0.77 0.01
201212 0.96 1.18 0.01
201301 5.88 5.58 0.00
201302 0.68 1.28 0.00
201303 4.81 4.03 0.00
201304 3.08 1.56 0.00
201305 3.39 2.81 0.00
201306 0.63 -1.21 0.00
201307 5.48 5.65 0.00
201308 -2.70 -2.69 0.00
201309 5.80 3.76 0.00
201310 4.12 4.17 0.00
201311 3.54 3.12 0.00
201312 2.36 2.81 0.00
201401 -5.72 -3.26 0.00
201402 6.45 4.65 0.00
201403 -2.42 0.41 0.00
201404 -1.77 -0.14 0.00
201405 2.43 2.06 0.00
201406 2.56 2.59 0.00
201407 -1.98 -2.05 0.00
201408 4.42 4.23 0.00

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