Regression from Mar 2004 - Aug 2014

Rm-Rf Alpha R2
1.18 0.18% 0.860
Standard error 0.0428 0.0018
t-statistics 27.61 0.08

Fund Profile

Symbol VCR
Issuer Vanguard
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Mar 2004 - Aug 2014

Month RaR Rm-Rf Rf
200403 0.11 -1.33 0.09
200404 -1.72 -1.83 0.08
200405 -0.18 1.18 0.06
200406 0.41 1.86 0.08
200407 -4.52 -4.07 0.10
200408 -0.14 0.08 0.11
200409 3.36 1.61 0.11
200410 3.43 1.43 0.11
200411 5.35 4.54 0.15
200412 5.27 3.43 0.16
200501 -3.88 -2.75 0.16
200502 -0.06 1.89 0.16
200503 -0.79 -1.96 0.21
200504 -6.77 -2.61 0.21
200505 7.19 3.65 0.24
200506 0.89 0.56 0.23
200507 5.29 3.92 0.24
200508 -4.53 -1.22 0.30
200509 -2.02 0.48 0.29
200510 -2.48 -2.00 0.27
200511 4.27 3.62 0.31
200512 -0.33 -0.25 0.32
200601 1.74 3.04 0.35
200602 0.43 -0.30 0.34
200603 1.60 1.46 0.37
200604 0.75 0.72 0.36
200605 -2.66 -3.57 0.43
200606 -0.39 -0.35 0.40
200607 -4.19 -0.78 0.40
200608 2.42 2.03 0.42
200609 5.92 1.84 0.41
200610 6.28 3.23 0.41
200611 1.91 1.71 0.42
200612 2.07 0.87 0.40
200701 3.15 1.41 0.44
200702 -2.30 -1.95 0.38
200703 -0.29 0.68 0.43
200704 2.67 3.49 0.44
200705 2.89 3.24 0.41
200706 -1.66 -1.96 0.40
200707 -5.74 -3.74 0.40
200708 0.26 0.92 0.42
200709 -0.22 3.23 0.32
200710 0.33 1.80 0.32
200711 -6.01 -4.82 0.34
200712 -4.98 -0.86 0.27
200801 -2.24 -6.35 0.21
200802 -4.75 -3.09 0.13
200803 -1.16 -0.94 0.17
200804 4.43 4.60 0.18
200805 0.87 1.86 0.18
200806 -12.64 -8.44 0.17
200807 0.51 -0.77 0.15
200808 6.90 1.53 0.13
200809 -8.90 -9.24 0.15
200810 -20.73 -17.23 0.08
200811 -11.67 -7.86 0.03
200812 7.02 1.66 0.09
200901 -10.21 -8.12 0.00
200902 -7.53 -10.09 0.01
200903 12.45 8.95 0.02
200904 19.51 10.19 0.01
200905 -0.29 5.21 0.00
200906 0.53 0.43 0.01
200907 10.09 7.72 0.01
200908 4.16 3.32 0.01
200909 5.68 4.08 0.01
200910 -3.12 -2.59 0.00
200911 6.27 5.56 0.00
200912 4.92 2.75 0.01
201001 -2.53 -3.36 0.00
201002 5.93 3.40 0.00
201003 8.40 6.32 0.01
201004 6.29 2.00 0.00
201005 -7.20 -7.89 0.01
201006 -10.05 -5.56 0.01
201007 8.04 6.92 0.01
201008 -4.78 -4.77 0.01
201009 12.44 9.54 0.01
201010 5.41 3.88 0.01
201011 3.30 0.60 0.01
201012 4.39 6.82 0.01
201101 -0.96 2.01 0.01
201102 5.57 3.49 0.01
201103 -0.13 0.48 0.01
201104 4.03 2.90 0.00
201105 -0.25 -1.27 0.00
201106 -0.16 -1.75 0.00
201107 -1.84 -2.34 0.00
201108 -6.08 -6.00 0.01
201109 -7.52 -7.60 0.00
201110 12.96 11.34 0.00
201111 -1.40 -0.26 0.00
201112 0.92 0.74 0.00
201201 6.46 5.06 0.00
201202 5.37 4.43 0.00
201203 4.12 3.11 0.00
201204 0.72 -0.84 0.00
201205 -5.93 -6.20 0.01
201206 1.36 3.88 0.00
201207 -0.12 0.79 0.00
201208 4.97 2.56 0.01
201209 3.14 2.74 0.01
201210 -0.86 -1.75 0.01
201211 2.77 0.77 0.01
201212 0.82 1.18 0.01
201301 6.05 5.58 0.00
201302 0.68 1.28 0.00
201303 4.72 4.03 0.00
201304 3.07 1.56 0.00
201305 3.41 2.81 0.00
201306 0.80 -1.21 0.00
201307 5.37 5.65 0.00
201308 -2.68 -2.69 0.00
201309 5.73 3.76 0.00
201310 4.21 4.17 0.00
201311 3.50 3.12 0.00
201312 2.27 2.81 0.00
201401 -5.74 -3.26 0.00
201402 6.58 4.65 0.00
201403 -2.54 0.41 0.00
201404 -1.70 -0.14 0.00
201405 2.38 2.06 0.00
201406 2.54 2.59 0.00
201407 -1.91 -2.05 0.00
201408 4.36 4.23 0.00

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