Regression from Nov 2004 - Aug 2014

Rm-Rf Alpha R2
1.07 4.28% 0.522
Standard error 0.0952 0.0042
t-statistics 11.26 0.84

Fund Profile

Symbol VDE
Issuer Vanguard
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Nov 2004 - Aug 2014

Month RaR Rm-Rf Rf
200411 7.53 4.54 0.15
200412 -2.80 3.43 0.16
200501 3.74 -2.75 0.16
200502 16.54 1.89 0.16
200503 -2.79 -1.96 0.21
200504 -6.21 -2.61 0.21
200505 3.16 3.65 0.24
200506 6.99 0.56 0.23
200507 7.29 3.92 0.24
200508 6.27 -1.22 0.30
200509 6.63 0.48 0.29
200510 -8.96 -2.00 0.27
200511 1.64 3.62 0.31
200512 1.58 -0.25 0.32
200601 14.35 3.04 0.35
200602 -9.08 -0.30 0.34
200603 4.72 1.46 0.37
200604 5.39 0.72 0.36
200605 -3.01 -3.57 0.43
200606 2.07 -0.35 0.40
200607 3.26 -0.78 0.40
200608 -4.47 2.03 0.42
200609 -3.70 1.84 0.41
200610 4.66 3.23 0.41
200611 8.67 1.71 0.42
200612 -3.04 0.87 0.40
200701 -1.09 1.41 0.44
200702 -1.40 -1.95 0.38
200703 6.33 0.68 0.43
200704 5.37 3.49 0.44
200705 7.42 3.24 0.41
200706 1.35 -1.96 0.40
200707 -0.66 -3.74 0.40
200708 0.61 0.92 0.42
200709 7.50 3.23 0.32
200710 2.18 1.80 0.32
200711 -4.19 -4.82 0.34
200712 7.59 -0.86 0.27
200801 -11.08 -6.35 0.21
200802 8.66 -3.09 0.13
200803 -2.49 -0.94 0.17
200804 11.10 4.60 0.18
200805 5.19 1.86 0.18
200806 3.44 -8.44 0.17
200807 -14.44 -0.77 0.15
200808 -0.68 1.53 0.13
200809 -15.13 -9.24 0.15
200810 -20.05 -17.23 0.08
200811 -2.81 -7.86 0.03
200812 -5.33 1.66 0.09
200901 -1.90 -8.12 0.00
200902 -12.23 -10.09 0.01
200903 3.85 8.95 0.02
200904 9.40 10.19 0.01
200905 14.05 5.21 0.00
200906 -6.90 0.43 0.01
200907 5.54 7.72 0.01
200908 1.20 3.32 0.01
200909 6.78 4.08 0.01
200910 1.75 -2.59 0.00
200911 2.93 5.56 0.00
200912 1.17 2.75 0.01
201001 -4.28 -3.36 0.00
201002 2.44 3.40 0.00
201003 2.77 6.32 0.01
201004 4.47 2.00 0.00
201005 -11.94 -7.89 0.01
201006 -5.76 -5.56 0.01
201007 8.03 6.92 0.01
201008 -4.46 -4.77 0.01
201009 10.04 9.54 0.01
201010 5.11 3.88 0.01
201011 6.47 0.60 0.01
201012 9.02 6.82 0.01
201101 7.04 2.01 0.01
201102 7.53 3.49 0.01
201103 1.76 0.48 0.01
201104 1.17 2.90 0.00
201105 -4.38 -1.27 0.00
201106 -2.09 -1.75 0.00
201107 1.57 -2.34 0.00
201108 -10.69 -6.00 0.01
201109 -13.91 -7.60 0.00
201110 18.45 11.34 0.00
201111 1.62 -0.26 0.00
201112 -1.40 0.74 0.00
201201 2.03 5.06 0.00
201202 6.09 4.43 0.00
201203 -3.61 3.11 0.00
201204 -1.07 -0.84 0.00
201205 -11.08 -6.20 0.01
201206 5.13 3.88 0.00
201207 3.92 0.79 0.00
201208 2.23 2.56 0.01
201209 3.51 2.74 0.01
201210 -2.43 -1.75 0.01
201211 -1.33 0.77 0.01
201212 1.20 1.18 0.01
201301 8.01 5.58 0.00
201302 0.32 1.28 0.00
201303 2.26 4.03 0.00
201304 -1.28 1.56 0.00
201305 2.68 2.81 0.00
201306 -2.10 -1.21 0.00
201307 5.22 5.65 0.00
201308 -1.50 -2.69 0.00
201309 2.38 3.76 0.00
201310 4.54 4.17 0.00
201311 0.17 3.12 0.00
201312 3.00 2.81 0.00
201401 -6.13 -3.26 0.00
201402 5.57 4.65 0.00
201403 2.49 0.41 0.00
201404 5.07 -0.14 0.00
201405 1.28 2.06 0.00
201406 5.35 2.59 0.00
201407 -3.74 -2.05 0.00
201408 2.66 4.23 0.00

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