Sheet2SUMMARY OUTPUT
Regression StatisticsMultiple R0.3209682771R
Square0.1030206349Adjusted R Square0.0603073318Standard
Error7.3205410665Observations23ANOVAdfSSMSFSignificance
FRegression1129.2550222955129.25502229552.41190981250.135357044Residual211125.396751617653.5903215056Total221254.651773913
CoefficientsStandard Errort StatP-valueLower 95%Upper 95%Lower
95.0%Upper
95.0%Intercept-1.58369788271.5535141766-1.01942930840.319600681-4.81440747231.647011707-4.81440747231.6470117077.320.53752221480.34611138511.5530324570.135357044-0.18225581351.257300243-0.18225581351.257300243
Sheet3SUMMARY OUTPUT
Regression StatisticsMultiple R0.6564894598R
Square0.4309784109Adjusted R Square0.4051137932Standard
Error6.2989380062Observations24ANOVAdfSSMSFSignificance
FRegression1661.1258223774661.125822377416.66285641980.0004937966Residual22872.885640122639.6766200056Total231534.0114625
CoefficientsStandard Errort StatP-valueLower 95%Upper 95%Lower
95.0%Upper
95.0%Intercept-1.95736037151.3238051169-1.47858649770.1534268987-4.70276415050.7880434076-4.70276415050.7880434076Vanguard1.16433983080.28523645384.08201621990.00049379660.57279563141.75588403030.57279563141.7558840303
Sheet1MonthVanguardcaliforniabrown99%van+1%cal99%van+1%broJAN7.32-28.269.16006.96427.33846.2154166667-25.9945833333-161.567166493138.63140434039.8312561.1053151042FEB-2.42-3.030.7300-2.4261-2.3885-2.42-3.037.33265.85640.73-1.7666MAR2.268.75-0.29002.32492.23452.268.7519.7755.1076-0.29-0.6554APR5.18-1.472.21005.11355.15035.18-1.47-7.614626.83242.2111.4478MAY4.04-1.49-1.08003.98473.98884.04-1.49-6.019616.3216-1.08-4.3632JUN-0.59-9.09-0.6500-0.675-0.5906-0.59-9.095.36310.3481-0.650.3835JUL9.0110.672.22009.02668.94219.0110.6796.136781.18012.2220.0022AUG1.86-9.380.00001.74761.84141.86-9.38-17.44683.45960.671251.248525SEP-0.410.341.8800-0.2926-0.3772-0.410.34-4.1360.161.88-0.752OCT-2.34-14.38-7.5500-2.4604-2.3921-2.34-14.3833.64925.4756-7.5517.667NOV2.04-14.81-12.84001.87151.89122.04-14.81-30.21244.1616-12.84-26.1936DEC2.38-4.35-1.70002.31272.33922.38-4.35-10.3535.6644-1.7-4.046JAN-6.72-5.45-15.2100-6.7073-6.8049-6.72-5.4536.62445.1584-15.21102.2112FEB1.2757.61001.30731.33341.2756.351.61297.619.6647MAR2.619.521.11002.67912.5952.619.5224.84726.81211.112.8971APR-2.5-0.87-0.5100-2.4837-2.4801-2.5-0.872.1756.25-0.511.275MAY9.69012.71009.59319.72029.692.2621.899493.896112.71123.1599JUN-0.694.553.3200-0.6376-0.6499-0.694.55-3.13950.47613.32-2.2908JUL-0.323.483.1700-0.282-0.2851-0.323.48-1.11360.10243.17-1.0144AUG-9.030-14.7200-8.9397-9.0869-9.032.26-20.407881.5409-14.72132.9216SEP-4.89-13.04-1.9100-4.9715-4.8602-4.89-13.0463.765623.9121-1.919.3399OCT-0.410-12.5000-0.4059-0.5309-0.412.26-0.92660.1681-12.55.125NOV6.441.517.26006.39066.54826.441.59.6641.473617.26111.1544DEC2.72-2.56-8.53002.66722.60752.72-2.56-6.96327.3984-8.53-23.2016Average1.1045833333-2.2654166667-0.671252.507718848121.826082797423.7095452219beta0.114895507beta
bro1.0862941116
Sheet4SUMMARY OUTPUT
Regression StatisticsMultiple R0.6564894598R
Square0.4309784109Adjusted R Square0.4051137932Standard
Error6.2989380062Observations24ANOVAdfSSMSFSignificance
FRegression1661.1258223774661.125822377416.66285641980.0004937966Residual22872.885640122639.6766200056Total231534.0114625
CoefficientsStandard Errort StatP-valueLower 95%Upper 95%Lower
95.0%Upper
95.0%Intercept-1.95736037151.3238051169-1.47858649770.1534268987-4.70276415050.7880434076-4.70276415050.7880434076Vanguard1.16433983080.28523645384.08201621990.00049379660.57279563141.75588403030.57279563141.7558840303
