Regression from Sep 2007 - Aug 2014

Rm-Rf Alpha R2
1.03 -0.78% 0.966
Standard error 0.0214 0.0013
t-statistics 48.03 -0.51

Fund Profile

Symbol VEA
Issuer Vanguard
Type ETF
Region Developed Markets
Style Large Blend

Rolling Charts:


Fund Returns from Sep 2007 - Aug 2014

Month RaR Rm-Rf Rf
200709 4.75 5.27 0.32
200710 4.43 4.28 0.32
200711 -3.74 -4.62 0.34
200712 -2.80 -2.18 0.27
200801 -7.39 -8.76 0.21
200802 -1.02 2.07 0.13
200803 0.39 -1.52 0.17
200804 5.37 5.18 0.18
200805 1.21 1.79 0.18
200806 -8.70 -7.90 0.17
200807 -3.47 -4.03 0.15
200808 -4.01 -4.38 0.13
200809 -11.58 -14.58 0.15
200810 -20.56 -21.14 0.08
200811 -6.64 -5.39 0.03
200812 9.04 6.63 0.09
200901 -14.00 -9.05 0.00
200902 -10.08 -10.02 0.01
200903 8.44 6.11 0.02
200904 11.78 12.46 0.01
200905 13.10 13.70 0.00
200906 -1.82 -0.87 0.01
200907 10.56 9.28 0.01
200908 4.48 4.25 0.01
200909 3.96 4.60 0.01
200910 -2.78 -1.93 0.00
200911 4.10 2.34 0.00
200912 0.81 1.27 0.01
201001 -5.45 -4.01 0.00
201002 0.75 -0.35 0.00
201003 6.29 6.45 0.01
201004 -2.76 -0.80 0.00
201005 -11.53 -10.71 0.01
201006 -1.82 -1.24 0.01
201007 11.65 9.24 0.01
201008 -3.60 -3.30 0.01
201009 9.69 10.02 0.01
201010 4.03 4.11 0.01
201011 -4.90 -4.42 0.01
201012 8.46 8.28 0.01
201101 2.14 2.12 0.01
201102 3.68 3.43 0.01
201103 -2.52 -1.60 0.01
201104 6.20 5.71 0.00
201105 -2.69 -2.79 0.00
201106 -1.22 -1.37 0.00
201107 -2.39 -1.32 0.00
201108 -8.58 -8.51 0.01
201109 -11.34 -10.31 0.00
201110 9.77 8.79 0.00
201111 -2.11 -4.57 0.00
201112 -2.12 -1.35 0.00
201201 5.60 6.02 0.00
201202 4.90 5.36 0.00
201203 0.32 -0.28 0.00
201204 -2.39 -1.50 0.00
201205 -11.17 -11.27 0.01
201206 6.99 5.85 0.00
201207 0.28 0.81 0.00
201208 3.26 2.99 0.01
201209 2.66 3.37 0.01
201210 1.07 0.81 0.01
201211 2.69 1.81 0.01
201212 4.24 3.33 0.01
201301 3.86 5.22 0.00
201302 -1.15 -0.94 0.00
201303 1.19 0.75 0.00
201304 5.21 4.37 0.00
201305 -2.98 -1.52 0.00
201306 -2.79 -3.74 0.00
201307 5.19 5.58 0.00
201308 -1.60 -1.01 0.00
201309 7.85 7.04 0.00
201310 3.22 3.37 0.00
201311 0.65 0.59 0.00
201312 1.90 1.71 0.00
201401 -5.20 -3.23 0.00
201402 5.93 5.37 0.00
201403 -0.34 -0.22 0.00
201404 1.57 1.10 0.00
201405 1.76 1.39 0.00
201406 1.04 1.46 0.00
201407 -2.37 -1.98 0.00
201408 0.26 -0.28 0.00

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