Regression from Apr 2004 - Aug 2014

Rm-Rf Alpha R2
1.31 0.06% 0.820
Standard error 0.0552 0.0024
t-statistics 23.66 0.02

Fund Profile

Symbol VMIAX
Issuer Vanguard
Type Mutual Fund
Region USA
Style Sector

Rolling Charts:


Fund Returns from Apr 2004 - Aug 2014

Month RaR Rm-Rf Rf
200404 -4.71 -1.83 0.08
200405 2.52 1.18 0.06
200406 5.61 1.86 0.08
200407 -2.28 -4.07 0.10
200408 1.71 0.08 0.11
200409 4.90 1.61 0.11
200410 -1.14 1.43 0.11
200411 9.16 4.54 0.15
200412 -0.35 3.43 0.16
200501 -3.06 -2.75 0.16
200502 8.28 1.89 0.16
200503 -3.40 -1.96 0.21
200504 -7.65 -2.61 0.21
200505 -0.38 3.65 0.24
200506 -0.92 0.56 0.23
200507 6.27 3.92 0.24
200508 -3.63 -1.22 0.30
200509 0.70 0.48 0.29
200510 -0.70 -2.00 0.27
200511 6.91 3.62 0.31
200512 0.77 -0.25 0.32
200601 5.95 3.04 0.35
200602 -1.59 -0.30 0.34
200603 4.97 1.46 0.37
200604 3.30 0.72 0.36
200605 -4.82 -3.57 0.43
200606 -0.18 -0.35 0.40
200607 -4.00 -0.78 0.40
200608 2.83 2.03 0.42
200609 0.25 1.84 0.41
200610 6.25 3.23 0.41
200611 4.90 1.71 0.42
200612 0.84 0.87 0.40
200701 5.21 1.41 0.44
200702 2.60 -1.95 0.38
200703 2.08 0.68 0.43
200704 2.86 3.49 0.44
200705 5.84 3.24 0.41
200706 -0.21 -1.96 0.40
200707 -2.55 -3.74 0.40
200708 -0.33 0.92 0.42
200709 7.24 3.23 0.32
200710 4.41 1.80 0.32
200711 -4.86 -4.82 0.34
200712 2.05 -0.86 0.27
200801 -4.55 -6.35 0.21
200802 2.80 -3.09 0.13
200803 -1.40 -0.94 0.17
200804 5.84 4.60 0.18
200805 5.71 1.86 0.18
200806 -5.57 -8.44 0.17
200807 -3.58 -0.77 0.15
200808 -2.81 1.53 0.13
200809 -18.80 -9.24 0.15
200810 -23.64 -17.23 0.08
200811 -11.18 -7.86 0.03
200812 1.25 1.66 0.09
200901 -7.29 -8.12 0.00
200902 -8.73 -10.09 0.01
200903 14.35 8.95 0.02
200904 16.29 10.19 0.01
200905 6.31 5.21 0.00
200906 -4.22 0.43 0.01
200907 13.01 7.72 0.01
200908 2.57 3.32 0.01
200909 5.63 4.08 0.01
200910 -5.36 -2.59 0.00
200911 11.19 5.56 0.00
200912 2.71 2.75 0.01
201001 -8.17 -3.36 0.00
201002 5.23 3.40 0.00
201003 7.99 6.32 0.01
201004 1.11 2.00 0.00
201005 -9.02 -7.89 0.01
201006 -7.79 -5.56 0.01
201007 11.85 6.92 0.01
201008 -2.63 -4.77 0.01
201009 8.47 9.54 0.01
201010 6.70 3.88 0.01
201011 1.60 0.60 0.01
201012 9.70 6.82 0.01
201101 0.35 2.01 0.01
201102 2.94 3.49 0.01
201103 2.52 0.48 0.01
201104 2.50 2.90 0.00
201105 -2.65 -1.27 0.00
201106 -1.29 -1.75 0.00
201107 -2.59 -2.34 0.00
201108 -7.46 -6.00 0.01
201109 -16.92 -7.60 0.00
201110 17.94 11.34 0.00
201111 0.58 -0.26 0.00
201112 -2.23 0.74 0.00
201201 11.90 5.06 0.00
201202 -0.02 4.43 0.00
201203 0.47 3.11 0.00
201204 -0.84 -0.84 0.00
201205 -8.53 -6.20 0.01
201206 4.46 3.88 0.00
201207 -0.76 0.79 0.00
201208 3.30 2.56 0.01
201209 3.88 2.74 0.01
201210 -1.52 -1.75 0.01
201211 1.52 0.77 0.01
201212 3.44 1.18 0.01
201301 3.87 5.58 0.00
201302 -1.21 1.28 0.00
201303 2.66 4.03 0.00
201304 0.00 1.56 0.00
201305 2.17 2.81 0.00
201306 -4.46 -1.21 0.00
201307 5.71 5.65 0.00
201308 -0.57 -2.69 0.00
201309 4.66 3.76 0.00
201310 4.22 4.17 0.00
201311 1.33 3.12 0.00
201312 4.60 2.81 0.00
201401 -4.32 -3.26 0.00
201402 6.76 4.65 0.00
201403 0.78 0.41 0.00
201404 0.26 -0.14 0.00
201405 2.52 2.06 0.00
201406 2.35 2.59 0.00
201407 -2.55 -2.05 0.00
201408 4.22 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.