Regression from Jan 2001 - Aug 2014

Rm-Rf Alpha R2
1.17 1.72% 0.919
Standard error 0.0273 0.0012
t-statistics 42.85 1.16

Fund Profile

Symbol VEXAX
Issuer Vanguard
Type Mutual Fund
Region USA
Style Mid Blend

Rolling Charts:


Fund Returns from Jan 2001 - Aug 2014

Month RaR Rm-Rf Rf
200101 5.59 3.12 0.54
200102 -12.10 -10.08 0.39
200103 -12.52 -7.27 0.44
200104 10.70 7.95 0.39
200105 2.35 0.73 0.32
200106 0.80 -1.93 0.28
200107 -4.69 -2.13 0.30
200108 -4.77 -6.46 0.31
200109 -12.99 -9.26 0.28
200110 5.23 2.47 0.22
200111 7.93 7.54 0.17
200112 4.29 1.60 0.15
200201 -1.88 -1.44 0.14
200202 -2.83 -2.29 0.13
200203 6.82 4.24 0.13
200204 -1.02 -5.20 0.15
200205 -2.21 -1.38 0.14
200206 -7.00 -7.21 0.13
200207 -9.74 -8.18 0.15
200208 0.48 0.50 0.14
200209 -6.80 -10.35 0.14
200210 3.33 7.83 0.14
200211 7.56 5.96 0.12
200212 -5.76 -5.76 0.11
200301 -2.20 -2.57 0.10
200302 -2.63 -1.89 0.09
200303 1.54 1.09 0.10
200304 8.34 8.22 0.10
200305 9.51 6.05 0.09
200306 2.24 1.42 0.10
200307 4.64 2.34 0.07
200308 4.18 2.34 0.07
200309 -1.34 -1.23 0.08
200310 7.66 6.08 0.07
200311 3.47 1.35 0.07
200312 2.09 4.30 0.08
200401 3.66 2.15 0.07
200402 1.77 1.40 0.06
200403 0.44 -1.33 0.09
200404 -3.98 -1.83 0.08
200405 1.55 1.18 0.06
200406 2.72 1.86 0.08
200407 -5.62 -4.07 0.10
200408 0.04 0.08 0.11
200409 3.95 1.61 0.11
200410 2.25 1.43 0.11
200411 6.88 4.54 0.15
200412 4.38 3.43 0.16
200501 -3.33 -2.75 0.16
200502 1.85 1.89 0.16
200503 -1.75 -1.96 0.21
200504 -3.48 -2.61 0.21
200505 5.99 3.65 0.24
200506 3.15 0.56 0.23
200507 5.62 3.92 0.24
200508 -1.10 -1.22 0.30
200509 0.98 0.48 0.29
200510 -2.50 -2.00 0.27
200511 4.68 3.62 0.31
200512 0.52 -0.25 0.32
200601 6.72 3.04 0.35
200602 -0.85 -0.30 0.34
200603 3.80 1.46 0.37
200604 0.35 0.72 0.36
200605 -4.59 -3.57 0.43
200606 0.40 -0.35 0.40
200607 -3.01 -0.78 0.40
200608 1.81 2.03 0.42
200609 0.97 1.84 0.41
200610 4.87 3.23 0.41
200611 3.70 1.71 0.42
200612 -0.03 0.87 0.40
200701 3.40 1.41 0.44
200702 -0.33 -1.95 0.38
200703 1.16 0.68 0.43
200704 2.39 3.49 0.44
200705 4.70 3.24 0.41
200706 -1.88 -1.96 0.40
200707 -4.65 -3.74 0.40
200708 1.11 0.92 0.42
200709 3.03 3.23 0.32
200710 2.53 1.80 0.32
200711 -6.02 -4.82 0.34
200712 -0.46 -0.86 0.27
200801 -6.19 -6.35 0.21
200802 -2.49 -3.09 0.13
200803 -1.16 -0.94 0.17
200804 5.64 4.60 0.18
200805 4.92 1.86 0.18
200806 -7.48 -8.44 0.17
200807 -0.47 -0.77 0.15
200808 2.15 1.53 0.13
200809 -11.34 -9.24 0.15
200810 -21.50 -17.23 0.08
200811 -11.25 -7.86 0.03
200812 5.36 1.66 0.09
200901 -8.41 -8.12 0.00
200902 -10.10 -10.09 0.01
200903 8.97 8.95 0.02
200904 15.88 10.19 0.01
200905 4.34 5.21 0.00
200906 0.69 0.43 0.01
200907 8.95 7.72 0.01
200908 3.72 3.32 0.01
200909 6.09 4.08 0.01
200910 -5.81 -2.59 0.00
200911 3.87 5.56 0.00
200912 7.42 2.75 0.01
201001 -3.31 -3.36 0.00
201002 4.75 3.40 0.00
201003 7.55 6.32 0.01
201004 5.02 2.00 0.00
201005 -7.56 -7.89 0.01
201006 -7.02 -5.56 0.01
201007 7.09 6.92 0.01
201008 -5.74 -4.77 0.01
201009 11.37 9.54 0.01
201010 4.25 3.88 0.01
201011 3.15 0.60 0.01
201012 7.33 6.82 0.01
201101 1.44 2.01 0.01
201102 4.69 3.49 0.01
201103 2.18 0.48 0.01
201104 2.79 2.90 0.00
201105 -1.36 -1.27 0.00
201106 -2.31 -1.75 0.00
201107 -3.16 -2.34 0.00
201108 -8.33 -6.00 0.01
201109 -11.01 -7.60 0.00
201110 14.27 11.34 0.00
201111 -0.55 -0.26 0.00
201112 -0.08 0.74 0.00
201201 7.55 5.06 0.00
201202 4.03 4.43 0.00
201203 2.27 3.11 0.00
201204 -0.84 -0.84 0.00
201205 -7.02 -6.20 0.01
201206 3.12 3.88 0.00
201207 -0.60 0.79 0.00
201208 3.67 2.56 0.01
201209 2.45 2.74 0.01
201210 -1.30 -1.75 0.01
201211 1.68 0.77 0.01
201212 2.77 1.18 0.01
201301 6.77 5.58 0.00
201302 1.01 1.28 0.00
201303 4.70 4.03 0.00
201304 0.61 1.56 0.00
201305 2.83 2.81 0.00
201306 -1.00 -1.21 0.00
201307 7.00 5.65 0.00
201308 -2.82 -2.69 0.00
201309 6.00 3.76 0.00
201310 2.82 4.17 0.00
201311 2.49 3.12 0.00
201312 3.02 2.81 0.00
201401 -1.85 -3.26 0.00
201402 5.41 4.65 0.00
201403 -0.71 0.41 0.00
201404 -2.54 -0.14 0.00
201405 1.50 2.06 0.00
201406 4.45 2.59 0.00
201407 -4.42 -2.05 0.00
201408 4.96 4.23 0.00

Other Funds


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