Regression from Jan 2002 - Aug 2014

Rm-Rf Alpha R2
1.10 1.84% 0.931
Standard error 0.0245 0.0011
t-statistics 44.94 1.42

Fund Profile

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

Rolling Charts:


Fund Returns from Jan 2002 - Aug 2014

Month RaR Rm-Rf Rf
200201 -0.52 -1.44 0.14
200202 0.11 -2.29 0.13
200203 6.44 4.24 0.13
200204 -0.47 -5.20 0.15
200205 -1.68 -1.38 0.14
200206 -7.34 -7.21 0.13
200207 -9.65 -8.18 0.15
200208 0.50 0.50 0.14
200209 -8.09 -10.35 0.14
200210 4.36 7.83 0.14
200211 6.24 5.96 0.12
200212 -5.92 -5.76 0.11
200301 -2.94 -2.57 0.10
200302 -2.42 -1.89 0.09
200303 0.87 1.09 0.10
200304 7.24 8.22 0.10
200305 7.78 6.05 0.09
200306 0.68 1.42 0.10
200307 2.97 2.34 0.07
200308 4.82 2.34 0.07
200309 -1.48 -1.23 0.08
200310 7.46 6.08 0.07
200311 2.88 1.35 0.07
200312 2.70 4.30 0.08
200401 2.59 2.15 0.07
200402 2.19 1.40 0.06
200403 -0.15 -1.33 0.09
200404 -4.06 -1.83 0.08
200405 2.60 1.18 0.06
200406 2.65 1.86 0.08
200407 -4.54 -4.07 0.10
200408 0.06 0.08 0.11
200409 3.80 1.61 0.11
200410 2.93 1.43 0.11
200411 7.01 4.54 0.15
200412 4.24 3.43 0.16
200501 -2.87 -2.75 0.16
200502 3.75 1.89 0.16
200503 -1.14 -1.96 0.21
200504 -3.54 -2.61 0.21
200505 5.16 3.65 0.24
200506 2.92 0.56 0.23
200507 5.32 3.92 0.24
200508 -0.34 -1.22 0.30
200509 1.37 0.48 0.29
200510 -3.20 -2.00 0.27
200511 5.05 3.62 0.31
200512 1.33 -0.25 0.32
200601 5.55 3.04 0.35
200602 -1.03 -0.30 0.34
200603 2.99 1.46 0.37
200604 1.03 0.72 0.36
200605 -3.68 -3.57 0.43
200606 -0.19 -0.35 0.40
200607 -2.29 -0.78 0.40
200608 2.03 2.03 0.42
200609 1.63 1.84 0.41
200610 3.71 3.23 0.41
200611 3.82 1.71 0.42
200612 -0.27 0.87 0.40
200701 3.64 1.41 0.44
200702 0.04 -1.95 0.38
200703 0.88 0.68 0.43
200704 3.66 3.49 0.44
200705 4.36 3.24 0.41
200706 -1.96 -1.96 0.40
200707 -4.11 -3.74 0.40
200708 0.44 0.92 0.42
200709 2.88 3.23 0.32
200710 1.74 1.80 0.32
200711 -5.04 -4.82 0.34
200712 -0.02 -0.86 0.27
200801 -6.53 -6.35 0.21
200802 -2.26 -3.09 0.13
200803 -2.04 -0.94 0.17
200804 6.75 4.60 0.18
200805 4.39 1.86 0.18
200806 -7.60 -8.44 0.17
200807 -3.91 -0.77 0.15
200808 1.53 1.53 0.13
200809 -12.92 -9.24 0.15
200810 -21.93 -17.23 0.08
200811 -9.18 -7.86 0.03
200812 4.87 1.66 0.09
200901 -6.99 -8.12 0.00
200902 -9.57 -10.09 0.01
200903 8.90 8.95 0.02
200904 14.16 10.19 0.01
200905 4.13 5.21 0.00
200906 -0.44 0.43 0.01
200907 9.00 7.72 0.01
200908 4.97 3.32 0.01
200909 6.23 4.08 0.01
200910 -4.37 -2.59 0.00
200911 4.93 5.56 0.00
200912 6.25 2.75 0.01
201001 -3.54 -3.36 0.00
201002 5.20 3.40 0.00
201003 7.07 6.32 0.01
201004 3.59 2.00 0.00
201005 -7.29 -7.89 0.01
201006 -6.17 -5.56 0.01
201007 6.88 6.92 0.01
201008 -4.44 -4.77 0.01
201009 10.61 9.54 0.01
201010 4.04 3.88 0.01
201011 2.18 0.60 0.01
201012 6.83 6.82 0.01
201101 2.28 2.01 0.01
201102 4.03 3.49 0.01
201103 1.72 0.48 0.01
201104 2.73 2.90 0.00
201105 -0.41 -1.27 0.00
201106 -2.39 -1.75 0.00
201107 -3.47 -2.34 0.00
201108 -7.01 -6.00 0.01
201109 -9.89 -7.60 0.00
201110 13.17 11.34 0.00
201111 -0.65 -0.26 0.00
201112 -0.26 0.74 0.00
201201 6.57 5.06 0.00
201202 4.35 4.43 0.00
201203 1.98 3.11 0.00
201204 -0.61 -0.84 0.00
201205 -7.20 -6.20 0.01
201206 2.50 3.88 0.00
201207 0.01 0.79 0.00
201208 3.06 2.56 0.01
201209 2.07 2.74 0.01
201210 -1.15 -1.75 0.01
201211 1.52 0.77 0.01
201212 2.46 1.18 0.01
201301 6.70 5.58 0.00
201302 1.35 1.28 0.00
201303 4.39 4.03 0.00
201304 1.73 1.56 0.00
201305 1.82 2.81 0.00
201306 -1.16 -1.21 0.00
201307 5.63 5.65 0.00
201308 -2.50 -2.69 0.00
201309 4.54 3.76 0.00
201310 3.38 4.17 0.00
201311 2.03 3.12 0.00
201312 2.98 2.81 0.00
201401 -2.31 -3.26 0.00
201402 6.01 4.65 0.00
201403 -0.28 0.41 0.00
201404 -0.84 -0.14 0.00
201405 2.30 2.06 0.00
201406 3.01 2.59 0.00
201407 -2.52 -2.05 0.00
201408 4.75 4.23 0.00

Other Funds


Use the form below to perform a regression analysis for a specific fund.

Pick a fund symbol, regression type, and optional start and end months to perform the calculation.