Regression from Apr 2004 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.17 0.24 -0.53 -0.08% 0.882
Standard error 0.0458 0.0840 0.0755 0.0017
t-statistics 25.49 2.89 -7.07 -0.04

Fund Profile

Symbol VITAX
Issuer Vanguard
Type Mutual Fund
Region USA
Style Sector

Rolling Charts:


Fund Returns from Apr 2004 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
200404 -5.91 -1.83 -2.54 -1.69 0.08
200405 5.29 1.18 -0.16 -0.29 0.06
200406 2.40 1.86 2.32 1.66 0.08
200407 -8.66 -4.07 -3.82 4.48 0.10
200408 -5.17 0.08 -1.59 1.13 0.11
200409 3.26 1.61 2.89 0.36 0.11
200410 5.19 1.43 0.43 -0.84 0.11
200411 5.21 4.54 4.17 1.93 0.15
200412 1.70 3.43 0.19 -0.35 0.16
200501 -5.70 -2.75 -1.65 2.66 0.16
200502 0.33 1.89 -0.72 2.83 0.16
200503 -2.37 -1.96 -1.38 1.75 0.21
200504 -4.51 -2.61 -4.00 -0.46 0.21
200505 8.36 3.65 2.99 -1.23 0.24
200506 -1.47 0.56 2.56 2.78 0.23
200507 6.01 3.92 2.77 -0.45 0.24
200508 -0.44 -1.22 -0.88 1.41 0.30
200509 0.75 0.48 -0.68 1.16 0.29
200510 -1.62 -2.00 -1.03 -0.70 0.27
200511 6.64 3.62 1.00 -1.85 0.31
200512 -2.21 -0.25 -0.51 0.48 0.32
200601 4.36 3.04 5.33 1.17 0.35
200602 -1.23 -0.30 -0.31 -0.85 0.34
200603 2.15 1.46 3.56 -0.11 0.37
200604 -0.81 0.72 -1.24 3.08 0.36
200605 -7.24 -3.57 -3.04 2.77 0.43
200606 -1.50 -0.35 -0.53 1.51 0.40
200607 -3.94 -0.78 -3.99 3.27 0.40
200608 7.64 2.03 0.83 -1.75 0.42
200609 3.77 1.84 -1.24 -0.42 0.41
200610 3.96 3.23 1.64 0.48 0.41
200611 3.37 1.71 0.77 0.48 0.42
200612 -1.01 0.87 -0.89 2.51 0.40
200701 1.65 1.41 0.09 -0.02 0.44
200702 -2.35 -1.95 1.38 0.24 0.38
200703 0.59 0.68 -0.26 0.39 0.43
200704 4.87 3.49 -2.09 -0.96 0.44
200705 4.12 3.24 -0.04 -0.13 0.41
200706 0.58 -1.96 0.76 -1.06 0.40
200707 -0.93 -3.74 -2.67 -2.99 0.40
200708 2.56 0.92 -0.14 -2.36 0.42
200709 3.66 3.23 -2.46 -2.13 0.32
200710 6.72 1.80 0.21 -1.97 0.32
200711 -7.95 -4.82 -2.77 -1.09 0.34
200712 1.31 -0.86 0.05 -0.03 0.27
200801 -12.45 -6.35 -0.77 3.05 0.21
200802 -3.90 -3.09 -0.55 -0.03 0.13
200803 0.65 -0.94 0.83 0.28 0.17
200804 7.17 4.60 -1.49 -0.03 0.18
200805 6.17 1.86 2.98 -0.34 0.18
200806 -9.14 -8.44 1.07 -1.02 0.17
200807 -1.25 -0.77 3.58 3.69 0.15
200808 2.41 1.53 3.75 1.48 0.13
200809 -12.95 -9.24 -0.34 4.40 0.15
200810 -18.28 -17.23 -2.28 -2.99 0.08
200811 -11.00 -7.86 -3.63 -4.94 0.03
200812 1.95 1.66 3.97 -1.20 0.09
200901 -3.46 -8.12 -0.98 -9.86 0.00
200902 -4.08 -10.09 -0.35 -6.90 0.01
200903 11.73 8.95 0.73 2.60 0.02
200904 12.81 10.19 5.40 5.42 0.01
200905 2.86 5.21 -2.66 0.56 0.00
200906 3.93 0.43 2.67 -2.44 0.01
200907 9.14 7.72 2.50 4.73 0.01
200908 2.63 3.32 -0.51 7.59 0.01
200909 4.91 4.08 2.47 1.40 0.01
200910 -1.30 -2.59 -4.22 -4.37 0.00
200911 5.07 5.56 -2.65 0.17 0.00
200912 6.36 2.75 5.79 0.73 0.01
201001 -8.16 -3.36 0.19 0.61 0.00
201002 4.38 3.40 1.44 2.74 0.00
201003 6.70 6.32 1.58 2.03 0.01
201004 2.17 2.00 4.94 3.15 0.00
201005 -7.98 -7.89 -0.08 -2.33 0.01
201006 -6.26 -5.56 -2.13 -4.26 0.01
201007 7.17 6.92 0.17 0.22 0.01
201008 -6.80 -4.77 -2.94 -1.64 0.01
201009 12.46 9.54 3.84 -3.02 0.01
201010 6.42 3.88 1.04 -2.30 0.01
201011 -0.99 0.60 3.66 -0.54 0.01
201012 5.64 6.82 0.78 3.58 0.01
201101 4.06 2.01 -2.46 0.86 0.01
201102 2.30 3.49 1.63 1.67 0.01
201103 -2.00 0.48 2.62 -1.22 0.01
201104 2.98 2.90 -0.32 -2.25 0.00
201105 -1.65 -1.27 -0.65 -2.21 0.00
201106 -2.54 -1.75 -0.08 -0.42 0.00
201107 -0.10 -2.34 -1.40 -1.20 0.00
201108 -6.46 -6.00 -3.30 -1.56 0.01
201109 -4.12 -7.60 -3.68 -1.06 0.00
201110 12.25 11.34 3.58 -0.90 0.00
201111 -1.77 -0.26 -0.26 -0.17 0.00
201112 -1.16 0.74 -0.57 1.53 0.00
201201 7.95 5.06 2.52 -2.13 0.00
201202 6.94 4.43 -1.65 0.04 0.00
201203 4.68 3.11 -0.23 -0.07 0.00
201204 -1.91 -0.84 -0.61 -0.20 0.00
201205 -8.08 -6.20 -0.10 0.10 0.01
201206 2.99 3.88 0.82 0.46 0.00
201207 0.41 0.79 -2.59 0.02 0.00
201208 5.03 2.56 0.72 0.59 0.01
201209 1.13 2.74 0.49 1.57 0.01
201210 -6.40 -1.75 -1.07 4.17 0.01
201211 1.48 0.77 0.67 -1.10 0.01
201212 0.32 1.18 1.66 3.28 0.01
201301 2.20 5.58 0.49 1.35 0.00
201302 0.53 1.28 -0.38 0.31 0.00
201303 2.59 4.03 0.84 -0.06 0.00
201304 0.60 1.56 -2.43 0.36 0.00
201305 4.20 2.81 1.93 1.31 0.00
201306 -3.08 -1.21 1.23 -0.45 0.00
201307 5.25 5.65 1.85 0.79 0.00
201308 -0.33 -2.69 0.28 -2.46 0.00
201309 3.89 3.76 2.85 -1.51 0.00
201310 3.67 4.17 -1.52 1.39 0.00
201311 3.56 3.12 1.32 -0.38 0.00
201312 4.49 2.81 -0.44 -0.17 0.00
201401 -2.27 -3.26 0.85 -1.83 0.00
201402 4.89 4.65 0.27 -0.48 0.00
201403 -0.30 0.41 -1.81 4.72 0.00
201404 -0.85 -0.14 -4.23 1.57 0.00
201405 3.49 2.06 -1.88 -0.40 0.00
201406 3.08 2.59 2.98 -0.63 0.00
201407 0.48 -2.05 -4.28 0.03 0.00
201408 4.30 4.23 0.49 -0.75 0.00

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