Regression from Jul 2006 - Aug 2014

Rm-Rf Alpha R2
0.81 0.80% 0.934
Standard error 0.0220 0.0010
t-statistics 36.93 0.64

Fund Profile

Symbol VIG
Issuer Vanguard
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Jul 2006 - Aug 2014

Month RaR Rm-Rf Rf
200607 0.24 -0.78 0.40
200608 2.25 2.03 0.42
200609 2.25 1.84 0.41
200610 2.73 3.23 0.41
200611 0.83 1.71 0.42
200612 1.62 0.87 0.40
200701 1.55 1.41 0.44
200702 -1.74 -1.95 0.38
200703 0.28 0.68 0.43
200704 4.44 3.49 0.44
200705 2.48 3.24 0.41
200706 -1.61 -1.96 0.40
200707 -2.52 -3.74 0.40
200708 2.31 0.92 0.42
200709 3.42 3.23 0.32
200710 -0.32 1.80 0.32
200711 -2.03 -4.82 0.34
200712 -0.49 -0.86 0.27
200801 -5.28 -6.35 0.21
200802 -1.55 -3.09 0.13
200803 2.03 -0.94 0.17
200804 2.56 4.60 0.18
200805 0.34 1.86 0.18
200806 -7.85 -8.44 0.17
200807 1.05 -0.77 0.15
200808 2.08 1.53 0.13
200809 -6.71 -9.24 0.15
200810 -14.11 -17.23 0.08
200811 -2.57 -7.86 0.03
200812 0.91 1.66 0.09
200901 -7.65 -8.12 0.00
200902 -10.51 -10.09 0.01
200903 7.04 8.95 0.02
200904 7.28 10.19 0.01
200905 4.95 5.21 0.00
200906 0.51 0.43 0.01
200907 6.54 7.72 0.01
200908 2.43 3.32 0.01
200909 3.14 4.08 0.01
200910 -0.42 -2.59 0.00
200911 5.79 5.56 0.00
200912 0.73 2.75 0.01
201001 -2.30 -3.36 0.00
201002 2.43 3.40 0.00
201003 4.61 6.32 0.01
201004 2.18 2.00 0.00
201005 -7.23 -7.89 0.01
201006 -4.36 -5.56 0.01
201007 6.39 6.92 0.01
201008 -3.45 -4.77 0.01
201009 8.32 9.54 0.01
201010 2.83 3.88 0.01
201011 0.30 0.60 0.01
201012 5.36 6.82 0.01
201101 1.41 2.01 0.01
201102 3.42 3.49 0.01
201103 1.06 0.48 0.01
201104 3.50 2.90 0.00
201105 -1.27 -1.27 0.00
201106 -0.78 -1.75 0.00
201107 -3.47 -2.34 0.00
201108 -3.20 -6.00 0.01
201109 -6.25 -7.60 0.00
201110 9.60 11.34 0.00
201111 1.87 -0.26 0.00
201112 0.99 0.74 0.00
201201 2.61 5.06 0.00
201202 2.77 4.43 0.00
201203 2.09 3.11 0.00
201204 -0.34 -0.84 0.00
201205 -4.37 -6.20 0.01
201206 2.18 3.88 0.00
201207 1.95 0.79 0.00
201208 1.90 2.56 0.01
201209 1.88 2.74 0.01
201210 -1.27 -1.75 0.01
201211 1.45 0.77 0.01
201212 0.49 1.18 0.01
201301 5.91 5.58 0.00
201302 1.16 1.28 0.00
201303 3.39 4.03 0.00
201304 1.67 1.56 0.00
201305 1.17 2.81 0.00
201306 -1.52 -1.21 0.00
201307 5.41 5.65 0.00
201308 -3.57 -2.69 0.00
201309 3.96 3.76 0.00
201310 4.17 4.17 0.00
201311 2.32 3.12 0.00
201312 1.96 2.81 0.00
201401 -5.01 -3.26 0.00
201402 4.89 4.65 0.00
201403 0.79 0.41 0.00
201404 1.02 -0.14 0.00
201405 1.60 2.06 0.00
201406 1.48 2.59 0.00
201407 -3.31 -2.05 0.00
201408 3.65 4.23 0.00

Other Funds


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