Regression from Jun 2006 - Aug 2014

Rm-Rf SMB HML Alpha R2
0.83 -0.14 0.04 0.63% 0.938
Standard error 0.0252 0.0507 0.0443 0.0010
t-statistics 33.07 -2.81 0.87 0.52

Fund Profile

Symbol VDAIX
Issuer Vanguard
Type Mutual Fund
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Jun 2006 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
200606 -0.65 -0.35 -0.53 1.51 0.40
200607 0.36 -0.78 -3.99 3.27 0.40
200608 2.26 2.03 0.83 -1.75 0.42
200609 2.21 1.84 -1.24 -0.42 0.41
200610 2.84 3.23 1.64 0.48 0.41
200611 0.61 1.71 0.77 0.48 0.42
200612 1.70 0.87 -0.89 2.51 0.40
200701 1.57 1.41 0.09 -0.02 0.44
200702 -1.81 -1.95 1.38 0.24 0.38
200703 0.33 0.68 -0.26 0.39 0.43
200704 4.11 3.49 -2.09 -0.96 0.44
200705 2.75 3.24 -0.04 -0.13 0.41
200706 -1.31 -1.96 0.76 -1.06 0.40
200707 -2.56 -3.74 -2.67 -2.99 0.40
200708 2.05 0.92 -0.14 -2.36 0.42
200709 3.50 3.23 -2.46 -2.13 0.32
200710 -0.35 1.80 0.21 -1.97 0.32
200711 -1.90 -4.82 -2.77 -1.09 0.34
200712 -0.76 -0.86 0.05 -0.03 0.27
200801 -4.36 -6.35 -0.77 3.05 0.21
200802 -2.41 -3.09 -0.55 -0.03 0.13
200803 1.92 -0.94 0.83 0.28 0.17
200804 2.69 4.60 -1.49 -0.03 0.18
200805 0.42 1.86 2.98 -0.34 0.18
200806 -7.94 -8.44 1.07 -1.02 0.17
200807 1.02 -0.77 3.58 3.69 0.15
200808 1.97 1.53 3.75 1.48 0.13
200809 -6.78 -9.24 -0.34 4.40 0.15
200810 -14.54 -17.23 -2.28 -2.99 0.08
200811 -2.07 -7.86 -3.63 -4.94 0.03
200812 1.20 1.66 3.97 -1.20 0.09
200901 -8.16 -8.12 -0.98 -9.86 0.00
200902 -10.26 -10.09 -0.35 -6.90 0.01
200903 7.28 8.95 0.73 2.60 0.02
200904 7.10 10.19 5.40 5.42 0.01
200905 4.86 5.21 -2.66 0.56 0.00
200906 0.42 0.43 2.67 -2.44 0.01
200907 6.72 7.72 2.50 4.73 0.01
200908 2.36 3.32 -0.51 7.59 0.01
200909 3.20 4.08 2.47 1.40 0.01
200910 -0.50 -2.59 -4.22 -4.37 0.00
200911 5.68 5.56 -2.65 0.17 0.00
200912 0.77 2.75 5.79 0.73 0.01
201001 -2.23 -3.36 0.19 0.61 0.00
201002 2.46 3.40 1.44 2.74 0.00
201003 4.44 6.32 1.58 2.03 0.01
201004 2.35 2.00 4.94 3.15 0.00
201005 -7.22 -7.89 -0.08 -2.33 0.01
201006 -4.30 -5.56 -2.13 -4.26 0.01
201007 6.35 6.92 0.17 0.22 0.01
201008 -3.48 -4.77 -2.94 -1.64 0.01
201009 8.28 9.54 3.84 -3.02 0.01
201010 2.77 3.88 1.04 -2.30 0.01
201011 0.32 0.60 3.66 -0.54 0.01
201012 5.32 6.82 0.78 3.58 0.01
201101 1.33 2.01 -2.46 0.86 0.01
201102 3.48 3.49 1.63 1.67 0.01
201103 1.02 0.48 2.62 -1.22 0.01
201104 3.47 2.90 -0.32 -2.25 0.00
201105 -1.21 -1.27 -0.65 -2.21 0.00
201106 -0.75 -1.75 -0.08 -0.42 0.00
201107 -3.47 -2.34 -1.40 -1.20 0.00
201108 -3.30 -6.00 -3.30 -1.56 0.01
201109 -6.31 -7.60 -3.68 -1.06 0.00
201110 9.72 11.34 3.58 -0.90 0.00
201111 1.93 -0.26 -0.26 -0.17 0.00
201112 0.87 0.74 -0.57 1.53 0.00
201201 2.55 5.06 2.52 -2.13 0.00
201202 2.77 4.43 -1.65 0.04 0.00
201203 2.15 3.11 -0.23 -0.07 0.00
201204 -0.36 -0.84 -0.61 -0.20 0.00
201205 -4.44 -6.20 -0.10 0.10 0.01
201206 2.25 3.88 0.82 0.46 0.00
201207 1.93 0.79 -2.59 0.02 0.00
201208 1.85 2.56 0.72 0.59 0.01
201209 1.90 2.74 0.49 1.57 0.01
201210 -1.30 -1.75 -1.07 4.17 0.01
201211 1.50 0.77 0.67 -1.10 0.01
201212 0.39 1.18 1.66 3.28 0.01
201301 5.92 5.58 0.49 1.35 0.00
201302 1.30 1.28 -0.38 0.31 0.00
201303 3.30 4.03 0.84 -0.06 0.00
201304 1.64 1.56 -2.43 0.36 0.00
201305 1.07 2.81 1.93 1.31 0.00
201306 -1.44 -1.21 1.23 -0.45 0.00
201307 5.35 5.65 1.85 0.79 0.00
201308 -3.51 -2.69 0.28 -2.46 0.00
201309 3.86 3.76 2.85 -1.51 0.00
201310 4.15 4.17 -1.52 1.39 0.00
201311 2.41 3.12 1.32 -0.38 0.00
201312 1.95 2.81 -0.44 -0.17 0.00
201401 -5.06 -3.26 0.85 -1.83 0.00
201402 4.84 4.65 0.27 -0.48 0.00
201403 0.88 0.41 -1.81 4.72 0.00
201404 0.93 -0.14 -4.23 1.57 0.00
201405 1.62 2.06 -1.88 -0.40 0.00
201406 1.46 2.59 2.98 -0.63 0.00
201407 -3.27 -2.05 -4.28 0.03 0.00
201408 3.58 4.23 0.49 -0.75 0.00

Other Funds


Use the form below to perform a regression analysis for a specific fund.

Pick a fund symbol, regression type, and optional start and end months to perform the calculation.