Regression from Nov 2010 - Aug 2014

Rm-Rf SMB HML Mom Alpha R2
1.02 0.73 0.26 -0.09 0.73% 0.963
Standard error 0.0497 0.0870 0.0921 0.0610 0.0016
t-statistics 20.55 8.40 2.80 -1.53 0.38

Fund Profile

Symbol VIOV
Issuer Vanguard
Type ETF
Region USA
Style Small Value

Rolling Charts:


Fund Returns from Nov 2010 - Aug 2014

Month RaR Rm-Rf SMB HML Mom Rf
201011 2.19 0.60 3.66 -0.54 2.51 0.01
201012 10.22 6.82 0.78 3.58 -3.21 0.01
201101 -1.76 2.01 -2.46 0.86 -0.30 0.01
201102 5.56 3.49 1.63 1.67 2.05 0.01
201103 1.43 0.48 2.62 -1.22 3.59 0.01
201104 1.10 2.90 -0.32 -2.25 0.08 0.00
201105 -2.13 -1.27 -0.65 -2.21 -0.58 0.00
201106 -2.28 -1.75 -0.08 -0.42 1.76 0.00
201107 -1.73 -2.34 -1.40 -1.20 0.14 0.00
201108 -8.82 -6.00 -3.30 -1.56 -0.35 0.01
201109 -9.64 -7.60 -3.68 -1.06 -2.52 0.00
201110 15.93 11.34 3.58 -0.90 -1.45 0.00
201111 -0.67 -0.26 -0.26 -0.17 4.00 0.00
201112 3.22 0.74 -0.57 1.53 1.89 0.00
201201 6.68 5.06 2.52 -2.13 -7.95 0.00
201202 2.38 4.43 -1.65 0.04 -0.28 0.00
201203 3.39 3.11 -0.23 -0.07 1.46 0.00
201204 -2.29 -0.84 -0.61 -0.20 3.84 0.00
201205 -7.36 -6.20 -0.10 0.10 6.61 0.01
201206 4.53 3.88 0.82 0.46 -1.14 0.00
201207 -0.64 0.79 -2.59 0.02 3.06 0.00
201208 3.99 2.56 0.72 0.59 -2.51 0.01
201209 3.68 2.74 0.49 1.57 -1.02 0.01
201210 -2.61 -1.75 -1.07 4.17 0.12 0.01
201211 1.66 0.77 0.67 -1.10 0.37 0.01
201212 3.77 1.18 1.66 3.28 -2.92 0.01
201301 5.14 5.58 0.49 1.35 -1.87 0.00
201302 1.79 1.28 -0.38 0.31 1.47 0.00
201303 4.15 4.03 0.84 -0.06 2.08 0.00
201304 -0.09 1.56 -2.43 0.36 0.34 0.00
201305 4.70 2.81 1.93 1.31 -1.89 0.00
201306 -0.04 -1.21 1.23 -0.45 0.65 0.00
201307 6.22 5.65 1.85 0.79 1.69 0.00
201308 -3.11 -2.69 0.28 -2.46 0.05 0.00
201309 6.27 3.76 2.85 -1.51 3.01 0.00
201310 3.49 4.17 -1.52 1.39 0.11 0.00
201311 4.08 3.12 1.32 -0.38 0.35 0.00
201312 1.62 2.81 -0.44 -0.17 0.05 0.00
201401 -3.72 -3.26 0.85 -1.83 1.66 0.00
201402 5.19 4.65 0.27 -0.48 2.15 0.00
201403 0.87 0.41 -1.81 4.72 -3.26 0.00
201404 -2.46 -0.14 -4.23 1.57 -3.80 0.00
201405 0.86 2.06 -1.88 -0.40 0.84 0.00
201406 3.77 2.59 2.98 -0.63 0.60 0.00
201407 -5.01 -2.05 -4.28 0.03 -0.28 0.00
201408 4.32 4.23 0.49 -0.75 0.74 0.00

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