Regression from Apr 2004 - Aug 2014

Rm-Rf Alpha R2
1.13 -0.35% 0.825
Standard error 0.0471 0.0020
t-statistics 24.05 -0.14

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 Rf
200404 -5.91 -1.83 0.08
200405 5.29 1.18 0.06
200406 2.40 1.86 0.08
200407 -8.66 -4.07 0.10
200408 -5.17 0.08 0.11
200409 3.26 1.61 0.11
200410 5.19 1.43 0.11
200411 5.21 4.54 0.15
200412 1.70 3.43 0.16
200501 -5.70 -2.75 0.16
200502 0.33 1.89 0.16
200503 -2.37 -1.96 0.21
200504 -4.51 -2.61 0.21
200505 8.36 3.65 0.24
200506 -1.47 0.56 0.23
200507 6.01 3.92 0.24
200508 -0.44 -1.22 0.30
200509 0.75 0.48 0.29
200510 -1.62 -2.00 0.27
200511 6.64 3.62 0.31
200512 -2.21 -0.25 0.32
200601 4.36 3.04 0.35
200602 -1.23 -0.30 0.34
200603 2.15 1.46 0.37
200604 -0.81 0.72 0.36
200605 -7.24 -3.57 0.43
200606 -1.50 -0.35 0.40
200607 -3.94 -0.78 0.40
200608 7.64 2.03 0.42
200609 3.77 1.84 0.41
200610 3.96 3.23 0.41
200611 3.37 1.71 0.42
200612 -1.01 0.87 0.40
200701 1.65 1.41 0.44
200702 -2.35 -1.95 0.38
200703 0.59 0.68 0.43
200704 4.87 3.49 0.44
200705 4.12 3.24 0.41
200706 0.58 -1.96 0.40
200707 -0.93 -3.74 0.40
200708 2.56 0.92 0.42
200709 3.66 3.23 0.32
200710 6.72 1.80 0.32
200711 -7.95 -4.82 0.34
200712 1.31 -0.86 0.27
200801 -12.45 -6.35 0.21
200802 -3.90 -3.09 0.13
200803 0.65 -0.94 0.17
200804 7.17 4.60 0.18
200805 6.17 1.86 0.18
200806 -9.14 -8.44 0.17
200807 -1.25 -0.77 0.15
200808 2.41 1.53 0.13
200809 -12.95 -9.24 0.15
200810 -18.28 -17.23 0.08
200811 -11.00 -7.86 0.03
200812 1.95 1.66 0.09
200901 -3.46 -8.12 0.00
200902 -4.08 -10.09 0.01
200903 11.73 8.95 0.02
200904 12.81 10.19 0.01
200905 2.86 5.21 0.00
200906 3.93 0.43 0.01
200907 9.14 7.72 0.01
200908 2.63 3.32 0.01
200909 4.91 4.08 0.01
200910 -1.30 -2.59 0.00
200911 5.07 5.56 0.00
200912 6.36 2.75 0.01
201001 -8.16 -3.36 0.00
201002 4.38 3.40 0.00
201003 6.70 6.32 0.01
201004 2.17 2.00 0.00
201005 -7.98 -7.89 0.01
201006 -6.26 -5.56 0.01
201007 7.17 6.92 0.01
201008 -6.80 -4.77 0.01
201009 12.46 9.54 0.01
201010 6.42 3.88 0.01
201011 -0.99 0.60 0.01
201012 5.64 6.82 0.01
201101 4.06 2.01 0.01
201102 2.30 3.49 0.01
201103 -2.00 0.48 0.01
201104 2.98 2.90 0.00
201105 -1.65 -1.27 0.00
201106 -2.54 -1.75 0.00
201107 -0.10 -2.34 0.00
201108 -6.46 -6.00 0.01
201109 -4.12 -7.60 0.00
201110 12.25 11.34 0.00
201111 -1.77 -0.26 0.00
201112 -1.16 0.74 0.00
201201 7.95 5.06 0.00
201202 6.94 4.43 0.00
201203 4.68 3.11 0.00
201204 -1.91 -0.84 0.00
201205 -8.08 -6.20 0.01
201206 2.99 3.88 0.00
201207 0.41 0.79 0.00
201208 5.03 2.56 0.01
201209 1.13 2.74 0.01
201210 -6.40 -1.75 0.01
201211 1.48 0.77 0.01
201212 0.32 1.18 0.01
201301 2.20 5.58 0.00
201302 0.53 1.28 0.00
201303 2.59 4.03 0.00
201304 0.60 1.56 0.00
201305 4.20 2.81 0.00
201306 -3.08 -1.21 0.00
201307 5.25 5.65 0.00
201308 -0.33 -2.69 0.00
201309 3.89 3.76 0.00
201310 3.67 4.17 0.00
201311 3.56 3.12 0.00
201312 4.49 2.81 0.00
201401 -2.27 -3.26 0.00
201402 4.89 4.65 0.00
201403 -0.30 0.41 0.00
201404 -0.85 -0.14 0.00
201405 3.49 2.06 0.00
201406 3.08 2.59 0.00
201407 0.48 -2.05 0.00
201408 4.30 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.