Regression from Apr 2004 - Aug 2014

Rm-Rf Alpha R2
1.29 -8.08% 0.782
Standard error 0.0612 0.0027
t-statistics 21.02 -2.53

Fund Profile

Symbol VFAIX
Issuer Vanguard
Type Mutual Fund
Region USA
Style Sector

Rolling Charts:


Fund Returns from Apr 2004 - Aug 2014

Month RaR Rm-Rf Rf
200404 -5.47 -1.83 0.08
200405 2.26 1.18 0.06
200406 0.82 1.86 0.08
200407 -1.86 -4.07 0.10
200408 3.68 0.08 0.11
200409 -0.37 1.61 0.11
200410 1.13 1.43 0.11
200411 3.48 4.54 0.15
200412 1.93 3.43 0.16
200501 -2.99 -2.75 0.16
200502 -0.27 1.89 0.16
200503 -3.59 -1.96 0.21
200504 0.00 -2.61 0.21
200505 3.16 3.65 0.24
200506 1.60 0.56 0.23
200507 2.16 3.92 0.24
200508 -2.03 -1.22 0.30
200509 0.13 0.48 0.29
200510 2.20 -2.00 0.27
200511 4.70 3.62 0.31
200512 -0.71 -0.25 0.32
200601 1.73 3.04 0.35
200602 1.79 -0.30 0.34
200603 0.53 1.46 0.37
200604 3.17 0.72 0.36
200605 -3.50 -3.57 0.43
200606 -0.61 -0.35 0.40
200607 1.97 -0.78 0.40
200608 1.37 2.03 0.42
200609 3.18 1.84 0.41
200610 2.62 3.23 0.41
200611 1.05 1.71 0.42
200612 3.19 0.87 0.40
200701 1.11 1.41 0.44
200702 -2.77 -1.95 0.38
200703 -0.80 0.68 0.43
200704 3.39 3.49 0.44
200705 2.32 3.24 0.41
200706 -4.22 -1.96 0.40
200707 -7.90 -3.74 0.40
200708 1.94 0.92 0.42
200709 2.29 3.23 0.32
200710 -1.52 1.80 0.32
200711 -7.20 -4.82 0.34
200712 -4.85 -0.86 0.27
200801 -0.39 -6.35 0.21
200802 -10.06 -3.09 0.13
200803 -2.09 -0.94 0.17
200804 5.61 4.60 0.18
200805 -4.56 1.86 0.18
200806 -17.20 -8.44 0.17
200807 6.61 -0.77 0.15
200808 0.34 1.53 0.13
200809 -2.67 -9.24 0.15
200810 -21.44 -17.23 0.08
200811 -16.30 -7.86 0.03
200812 1.48 1.66 0.09
200901 -23.48 -8.12 0.00
200902 -16.91 -10.09 0.01
200903 14.96 8.95 0.02
200904 19.46 10.19 0.01
200905 9.42 5.21 0.00
200906 -1.43 0.43 0.01
200907 9.10 7.72 0.01
200908 11.84 3.32 0.01
200909 2.16 4.08 0.01
200910 -5.91 -2.59 0.00
200911 3.96 5.56 0.00
200912 -0.07 2.75 0.01
201001 -0.97 -3.36 0.00
201002 3.70 3.40 0.00
201003 8.87 6.32 0.01
201004 2.40 2.00 0.00
201005 -8.81 -7.89 0.01
201006 -6.58 -5.56 0.01
201007 7.04 6.92 0.01
201008 -7.51 -4.77 0.01
201009 6.42 9.54 0.01
201010 1.96 3.88 0.01
201011 -0.71 0.60 0.01
201012 10.34 6.82 0.01
201101 2.34 2.01 0.01
201102 2.99 3.49 0.01
201103 -2.04 0.48 0.01
201104 0.69 2.90 0.00
201105 -2.69 -1.27 0.00
201106 -2.89 -1.75 0.00
201107 -3.25 -2.34 0.00
201108 -9.03 -6.00 0.01
201109 -11.36 -7.60 0.00
201110 13.92 11.34 0.00
201111 -4.10 -0.26 0.00
201112 2.25 0.74 0.00
201201 7.67 5.06 0.00
201202 4.30 4.43 0.00
201203 6.63 3.11 0.00
201204 -1.59 -0.84 0.00
201205 -8.25 -6.20 0.01
201206 4.99 3.88 0.00
201207 0.07 0.79 0.00
201208 3.01 2.56 0.01
201209 2.86 2.74 0.01
201210 1.52 -1.75 0.01
201211 -0.81 0.77 0.01
201212 4.20 1.18 0.01
201301 6.02 5.58 0.00
201302 1.59 1.28 0.00
201303 4.02 4.03 0.00
201304 2.52 1.56 0.00
201305 4.09 2.81 0.00
201306 -1.41 -1.21 0.00
201307 5.16 5.65 0.00
201308 -5.00 -2.69 0.00
201309 3.01 3.76 0.00
201310 3.62 4.17 0.00
201311 3.78 3.12 0.00
201312 1.94 2.81 0.00
201401 -3.08 -3.26 0.00
201402 3.27 4.65 0.00
201403 2.62 0.41 0.00
201404 -1.67 -0.14 0.00
201405 1.30 2.06 0.00
201406 2.79 2.59 0.00
201407 -1.85 -2.05 0.00
201408 3.99 4.23 0.00

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