Regression from Jan 2001 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.02 -0.16 0.22 -1.04% 0.965
Standard error 0.0162 0.0285 0.0250 0.0007
t-statistics 62.93 -5.54 8.62 -1.24

Fund Profile

Symbol VVIAX
Issuer Vanguard
Type Mutual Fund
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Jan 2001 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
200101 4.24 3.12 7.03 -5.70 0.54
200102 -6.65 -10.08 -1.15 13.87 0.39
200103 -8.17 -7.27 0.55 6.36 0.44
200104 6.76 7.95 0.27 -4.36 0.39
200105 1.00 0.73 2.99 2.77 0.32
200106 -3.23 -1.93 6.38 -2.14 0.28
200107 -1.73 -2.13 -4.22 5.62 0.30
200108 -5.81 -6.46 2.13 3.37 0.31
200109 -9.56 -9.26 -6.61 1.80 0.28
200110 0.00 2.47 6.88 -7.03 0.22
200111 6.36 7.54 0.38 0.69 0.17
200112 0.43 1.60 5.14 0.43 0.15
200201 -2.72 -1.44 1.12 3.45 0.14
200202 -0.88 -2.29 -1.61 3.91 0.13
200203 5.06 4.24 4.30 1.17 0.13
200204 -5.02 -5.20 5.86 4.21 0.15
200205 0.37 -1.38 -3.72 2.54 0.14
200206 -6.68 -7.21 3.49 1.56 0.13
200207 -10.74 -8.18 -5.14 -3.63 0.15
200208 0.71 0.50 -2.26 2.24 0.14
200209 -12.04 -10.35 2.70 1.23 0.14
200210 8.35 7.83 -2.98 -6.49 0.14
200211 7.06 5.96 3.17 -1.57 0.12
200212 -5.90 -5.76 -0.45 3.90 0.11
200301 -2.67 -2.57 1.40 -0.88 0.10
200302 -2.75 -1.89 -0.26 -1.46 0.09
200303 -0.78 1.09 0.77 -1.67 0.10
200304 10.01 8.22 1.15 -0.06 0.10
200305 7.94 6.05 4.78 0.15 0.09
200306 1.32 1.42 1.51 0.68 0.10
200307 0.98 2.34 5.57 -2.11 0.07
200308 1.78 2.34 2.67 1.71 0.07
200309 -0.48 -1.23 0.55 1.00 0.08
200310 5.18 6.08 2.89 1.80 0.07
200311 1.36 1.35 2.21 1.46 0.07
200312 6.88 4.30 -2.78 2.68 0.08
200401 1.61 2.15 2.63 1.64 0.07
200402 1.86 1.40 -1.15 0.42 0.06
200403 -1.28 -1.33 1.85 0.04 0.09
200404 -2.05 -1.83 -2.54 -1.69 0.08
200405 0.98 1.18 -0.16 -0.29 0.06
200406 2.70 1.86 2.32 1.66 0.08
200407 -1.42 -4.07 -3.82 4.48 0.10
200408 1.57 0.08 -1.59 1.13 0.11
200409 1.08 1.61 2.89 0.36 0.11
200410 1.53 1.43 0.43 -0.84 0.11
200411 4.53 4.54 4.17 1.93 0.15
200412 3.52 3.43 0.19 -0.35 0.16
200501 -1.94 -2.75 -1.65 2.66 0.16
200502 3.28 1.89 -0.72 2.83 0.16
200503 -1.62 -1.96 -1.38 1.75 0.21
200504 -1.40 -2.61 -4.00 -0.46 0.21
200505 2.10 3.65 2.99 -1.23 0.24
200506 1.03 0.56 2.56 2.78 0.23
200507 2.99 3.92 2.77 -0.45 0.24
200508 -0.35 -1.22 -0.88 1.41 0.30
200509 1.40 0.48 -0.68 1.16 0.29
200510 -2.53 -2.00 -1.03 -0.70 0.27
200511 3.54 3.62 1.00 -1.85 0.31
200512 0.74 -0.25 -0.51 0.48 0.32
200601 3.22 3.04 5.33 1.17 0.35
200602 0.66 -0.30 -0.31 -0.85 0.34
200603 1.31 1.46 3.56 -0.11 0.37
200604 2.69 0.72 -1.24 3.08 0.36
200605 -2.35 -3.57 -3.04 2.77 0.43
200606 0.70 -0.35 -0.53 1.51 0.40
200607 2.66 -0.78 -3.99 3.27 0.40
200608 1.76 2.03 0.83 -1.75 0.42
200609 2.09 1.84 -1.24 -0.42 0.41
200610 3.19 3.23 1.64 0.48 0.41
200611 2.03 1.71 0.77 0.48 0.42
200612 2.42 0.87 -0.89 2.51 0.40
200701 0.93 1.41 0.09 -0.02 0.44
200702 -1.60 -1.95 1.38 0.24 0.38
200703 1.63 0.68 -0.26 0.39 0.43
200704 4.17 3.49 -2.09 -0.96 0.44
200705 3.70 3.24 -0.04 -0.13 0.41
200706 -2.12 -1.96 0.76 -1.06 0.40
200707 -4.51 -3.74 -2.67 -2.99 0.40
200708 1.32 0.92 -0.14 -2.36 0.42
200709 3.36 3.23 -2.46 -2.13 0.32
200710 0.22 1.80 0.21 -1.97 0.32
200711 -4.98 -4.82 -2.77 -1.09 0.34
200712 -1.41 -0.86 0.05 -0.03 0.27
200801 -4.06 -6.35 -0.77 3.05 0.21
200802 -4.77 -3.09 -0.55 -0.03 0.13
200803 -0.35 -0.94 0.83 0.28 0.17
200804 4.11 4.60 -1.49 -0.03 0.18
200805 -0.39 1.86 2.98 -0.34 0.18
200806 -9.54 -8.44 1.07 -1.02 0.17
200807 -0.32 -0.77 3.58 3.69 0.15
200808 1.68 1.53 3.75 1.48 0.13
200809 -6.94 -9.24 -0.34 4.40 0.15
200810 -16.57 -17.23 -2.28 -2.99 0.08
200811 -6.19 -7.86 -3.63 -4.94 0.03
200812 1.68 1.66 3.97 -1.20 0.09
200901 -11.46 -8.12 -0.98 -9.86 0.00
200902 -13.34 -10.09 -0.35 -6.90 0.01
200903 8.92 8.95 0.73 2.60 0.02
200904 10.26 10.19 5.40 5.42 0.01
200905 6.80 5.21 -2.66 0.56 0.00
200906 -0.88 0.43 2.67 -2.44 0.01
200907 8.05 7.72 2.50 4.73 0.01
200908 5.13 3.32 -0.51 7.59 0.01
200909 3.38 4.08 2.47 1.40 0.01
200910 -2.64 -2.59 -4.22 -4.37 0.00
200911 5.94 5.56 -2.65 0.17 0.00
200912 1.28 2.75 5.79 0.73 0.01
201001 -2.47 -3.36 0.19 0.61 0.00
201002 2.59 3.40 1.44 2.74 0.00
201003 6.14 6.32 1.58 2.03 0.01
201004 1.81 2.00 4.94 3.15 0.00
201005 -7.80 -7.89 -0.08 -2.33 0.01
201006 -5.07 -5.56 -2.13 -4.26 0.01
201007 6.49 6.92 0.17 0.22 0.01
201008 -4.18 -4.77 -2.94 -1.64 0.01
201009 7.54 9.54 3.84 -3.02 0.01
201010 2.72 3.88 1.04 -2.30 0.01
201011 -0.56 0.60 3.66 -0.54 0.01
201012 7.89 6.82 0.78 3.58 0.01
201101 2.84 2.01 -2.46 0.86 0.01
201102 3.99 3.49 1.63 1.67 0.01
201103 0.10 0.48 2.62 -1.22 0.01
201104 2.90 2.90 -0.32 -2.25 0.00
201105 -1.34 -1.27 -0.65 -2.21 0.00
201106 -2.13 -1.75 -0.08 -0.42 0.00
201107 -3.46 -2.34 -1.40 -1.20 0.00
201108 -5.79 -6.00 -3.30 -1.56 0.01
201109 -7.07 -7.60 -3.68 -1.06 0.00
201110 10.36 11.34 3.58 -0.90 0.00
201111 -0.48 -0.26 -0.26 -0.17 0.00
201112 2.40 0.74 -0.57 1.53 0.00
201201 3.43 5.06 2.52 -2.13 0.00
201202 3.92 4.43 -1.65 0.04 0.00
201203 2.86 3.11 -0.23 -0.07 0.00
201204 -0.89 -0.84 -0.61 -0.20 0.00
201205 -5.94 -6.20 -0.10 0.10 0.01
201206 4.69 3.88 0.82 0.46 0.00
201207 1.25 0.79 -2.59 0.02 0.00
201208 1.43 2.56 0.72 0.59 0.01
201209 3.05 2.74 0.49 1.57 0.01
201210 -0.55 -1.75 -1.07 4.17 0.01
201211 -0.50 0.77 0.67 -1.10 0.01
201212 1.93 1.18 1.66 3.28 0.01
201301 6.37 5.58 0.49 1.35 0.00
201302 1.49 1.28 -0.38 0.31 0.00
201303 3.93 4.03 0.84 -0.06 0.00
201304 2.21 1.56 -2.43 0.36 0.00
201305 2.48 2.81 1.93 1.31 0.00
201306 -0.81 -1.21 1.23 -0.45 0.00
201307 5.19 5.65 1.85 0.79 0.00
201308 -3.61 -2.69 0.28 -2.46 0.00
201309 2.14 3.76 2.85 -1.51 0.00
201310 4.56 4.17 -1.52 1.39 0.00
201311 3.26 3.12 1.32 -0.38 0.00
201312 2.04 2.81 -0.44 -0.17 0.00
201401 -3.60 -3.26 0.85 -1.83 0.00
201402 3.95 4.65 0.27 -0.48 0.00
201403 2.61 0.41 -1.81 4.72 0.00
201404 0.89 -0.14 -4.23 1.57 0.00
201405 1.44 2.06 -1.88 -0.40 0.00
201406 1.90 2.59 2.98 -0.63 0.00
201407 -1.27 -2.05 -4.28 0.03 0.00
201408 3.50 4.23 0.49 -0.75 0.00

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