Friday, December 11, 2015

Monthly Return data for two funds.

Monthly return data for two funds.


Prices and Returns for VFINX and VPU
Date
Price of VFINX
Price of VPU
Return VFINX
Return VPU
Log Return FVINX
Log Return VPU
2/2/04
$84.2
$34.1
3/1/04
$83.0
$34.5
-0.0151
0.0117
-0.0066
0.0050
4/1/04
$81.7
$33.3
-0.0158
-0.0347
-0.0069
-0.0153
5/3/04
$82.8
$33.5
0.0136
0.0075
0.0059
0.0032
6/1/04
$84.4
$34.1
0.0193
0.0179
0.0083
0.0077
7/1/04
$81.6
$34.4
-0.0331
0.0077
-0.0146
0.0033
8/2/04
$81.9
$35.8
0.0038
0.0403
0.0017
0.0171
9/1/04
$82.8
$36.2
0.0107
0.0123
0.0046
0.0053
10/1/04
$84.0
$37.8
0.0151
0.0444
0.0065
0.0189
11/1/04
$87.4
$39.5
0.0405
0.0437
0.0172
0.0186
12/1/04
$90.4
$40.6
0.0339
0.0282
0.0145
0.0121
1/3/05
$88.2
$41.0
-0.0245
0.0106
-0.0108
0.0046
2/1/05
$90.0
$41.9
0.0209
0.0218
0.0090
0.0094
3/1/05
$88.4
$42.3
-0.0176
0.0105
-0.0077
0.0045
4/1/05
$86.7
$43.3
-0.0191
0.0219
-0.0084
0.0094
5/2/05
$89.5
$43.9
0.0317
0.0156
0.0135
0.0067
6/1/05
$89.6
$46.3
0.0012
0.0540
0.0005
0.0228
7/1/05
$92.9
$47.4
0.0371
0.0228
0.0158
0.0098
8/1/05
$92.1
$47.7
-0.0091
0.0061
-0.0040
0.0026
9/1/05
$92.8
$49.5
0.0079
0.0379
0.0034
0.0162
10/3/05
$91.2
$46.1
-0.0168
-0.0674
-0.0074
-0.0303
11/1/05
$94.7
$46.1
0.0376
-0.0002
0.0160
-0.0001
12/1/05
$94.7
$46.5
0.0002
0.0077
0.0001
0.0033
1/3/06
$97.2
$47.8
0.0265
0.0284
0.0113
0.0122
2/1/06
$97.4
$48.2
0.0025
0.0084
0.0011
0.0036
3/1/06
$98.6
$46.4
0.0124
-0.0378
0.0054
-0.0167
4/3/06
$100.0
$47.2
0.0133
0.0181
0.0058
0.0078
5/1/06
$97.1
$47.7
-0.0290
0.0108
-0.0128
0.0047
6/1/06
$97.2
$49.0
0.0013
0.0269
0.0006
0.0115
7/3/06
$97.8
$51.4
0.0061
0.0491
0.0026
0.0208
8/1/06
$100.1
$52.7
0.0236
0.0257
0.0101
0.0110
9/1/06
$102.7
$51.7
0.0256
-0.0204
0.0110
-0.0089
10/2/06
$106.0
$54.5
0.0325
0.0543
0.0139
0.0230
11/1/06
$108.0
$56.1
0.0188
0.0297
0.0081
0.0127
12/1/06
$109.5
$56.5
0.0140
0.0082
0.0060
0.0035
1/3/07
$111.1
$56.5
0.0149
-0.0008
0.0064
-0.0003
2/1/07
$108.9
$59.1
-0.0197
0.0464
-0.0086
0.0197
3/1/07
$110.2
$61.7
0.0111
0.0436
0.0048
0.0185
4/2/07
$115.0
$64.1
0.0442
0.0392
0.0188
0.0167
5/1/07
$119.0
$64.8
0.0348
0.0104
0.0148
0.0045
6/1/07
$117.0
$61.5
-0.0167
-0.0513
-0.0073
-0.0229
7/2/07
$113.4
$58.9
-0.0309
-0.0416
-0.0136
-0.0184
8/1/07
$115.1
$60.6
0.0150
0.0288
0.0065
0.0123
9/4/07
$119.4
$62.3
0.0373
0.0276
0.0159
0.0118
10/1/07
$121.3
$66.3
0.0158
0.0646
0.0068
0.0272
11/1/07
$116.2
$66.1
-0.0419
-0.0031
-0.0186
-0.0013
12/3/07
$115.4
$66.2
-0.0069
0.0008
-0.0030
0.0004
1/2/08
$108.5
$61.5
-0.0602
-0.0697
-0.0269
-0.0314
2/1/08
$104.9
$59.3
-0.0325
-0.0372
-0.0144
-0.0165
3/3/08
$104.5
$59.6
-0.0045
0.0056
-0.0019
0.0024
4/1/08
$109.5
$62.8
0.0486
0.0534
0.0206
0.0226
5/1/08
$111.0
$65.2
0.0128
0.0385
0.0055
0.0164
6/2/08
$101.6
$64.3
-0.0845
-0.0144
-0.0383
-0.0063
7/1/08
$100.7
$60.2
-0.0083
-0.0630
-0.0036
-0.0283
8/1/08
$102.2
$59.9
0.0145
-0.0053
0.0062
-0.0023
9/2/08
$93.1
$53.0
-0.0890
-0.1144
-0.0405
-0.0527
10/1/08
$77.5
$47.1
-0.1679
-0.1121
-0.0798
-0.0517
11/3/08
$71.9
$48.4
-0.0717
0.0274
-0.0323
0.0117
12/1/08
$72.7
$47.7
0.0107
-0.0147
0.0046
-0.0064
1/2/09
$66.6
$47.1
-0.0841
-0.0124
-0.0382
-0.0054
2/2/09
$59.5
$41.0
-0.1066
-0.1287
-0.0489
-0.0598
3/2/09
$64.7
$42.0
0.0878
0.0238
0.0365
0.0102
4/1/09
$70.9
$42.7
0.0956
0.0160
0.0396
0.0069
5/1/09
$74.9
$44.2
0.0562
0.0372
0.0237
0.0159
6/1/09
$75.0
$46.7
0.0022
0.0544
0.0010
0.0230
7/1/09
$80.7
$48.6
0.0758
0.0423
0.0317
0.0180
8/3/09
$83.6
$48.9
0.0360
0.0049
0.0154
0.0021
9/1/09
$86.7
$49.7
0.0373
0.0166
0.0159
0.0072
10/1/09
$85.1
$48.1
-0.0187
-0.0328
-0.0082
-0.0145
11/2/09
$90.2
$50.3
0.0598
0.0461
0.0252
0.0196
12/1/09
$92.0
$53.1
0.0195
0.0554
0.0084
0.0234
1/4/10
$88.6
$50.7
-0.0360
-0.0450
-0.0159
-0.0200
2/1/10
$91.4
$50.2
0.0309
-0.0096
0.0132
-0.0042
3/1/10
$96.9
$51.7
0.0602
0.0299
0.0254
0.0128
4/1/10
$98.4
$53.2
0.0158
0.0299
0.0068
0.0128
5/3/10
$90.5
$50.1
-0.0800
-0.0586
-0.0362
-0.0262
6/1/10
$85.8
$49.7
-0.0525
-0.0081
-0.0234
-0.0035
7/1/10
$91.8
$53.3
0.0700
0.0733
0.0294
0.0307
8/2/10
$87.6
$53.9
-0.0453
0.0103
-0.0201
0.0044
9/1/10
$95.4
$55.6
0.0891
0.0327
0.0371
0.0140
10/1/10
$99.1
$56.4
0.0379
0.0134
0.0161
0.0058
11/1/10
$99.1
$55.0
0.0000
-0.0241
0.0000
-0.0106
12/1/10
$105.7
$56.8
0.0667
0.0320
0.0280
0.0137
1/3/11
$108.2
$57.6
0.0236
0.0145
0.0101
0.0062
2/1/11
$111.8
$58.6
0.0342
0.0163
0.0146
0.0070
3/1/11
$111.9
$59.0
0.0003
0.0078
0.0001
0.0034
4/1/11
$115.2
$61.3
0.0295
0.0388
0.0126
0.0165
5/2/11
$113.9
$62.3
-0.0115
0.0155
-0.0050
0.0067
6/1/11
$112.0
$62.1
-0.0167
-0.0028
-0.0073
-0.0012
7/1/11
$109.7
$61.4
-0.0205
-0.0111
-0.0090
-0.0049
8/1/11
$103.7
$62.5
-0.0545
0.0180
-0.0243
0.0077
9/1/11
$96.4
$62.2
-0.0706
-0.0042
-0.0318
-0.0018
10/3/11
$106.9
$64.7
0.1091
0.0397
0.0450
0.0169
11/1/11
$106.6
$65.4
-0.0023
0.0106
-0.0010
0.0046
12/1/11
$107.7
$67.6
0.0102
0.0334
0.0044
0.0143
1/3/12
$112.5
$65.1
0.0446
-0.0360
0.0190
-0.0159
2/1/12
$117.4
$65.6
0.0431
0.0063
0.0183
0.0027
3/1/12
$121.2
$66.4
0.0328
0.0129
0.0140
0.0056
4/2/12
$120.5
$67.6
-0.0064
0.0175
-0.0028
0.0075
5/1/12
$113.2
$67.7
-0.0602
0.0017
-0.0270
0.0007
6/1/12
$117.9
$70.3
0.0411
0.0387
0.0175
0.0165
7/2/12
$119.5
$72.2
0.0137
0.0275
0.0059
0.0118
8/1/12
$122.2
$69.6
0.0224
-0.0369
0.0096
-0.0163
9/4/12
$125.3
$70.5
0.0258
0.0139
0.0110
0.0060
10/1/12
$123.0
$71.5
-0.0186
0.0131
-0.0082
0.0056
11/1/12
$123.7
$68.7
0.0056
-0.0381
0.0024
-0.0169
12/3/12
$124.8
$68.8
0.0090
0.0013
0.0039
0.0006
1/2/13
$131.2
$72.4
0.0518
0.0519
0.0219
0.0220
2/1/13
$133.0
$74.1
0.0134
0.0231
0.0058
0.0099
3/1/13
$138.0
$78.1
0.0373
0.0549
0.0159
0.0232
4/1/13
$140.6
$82.5
0.0191
0.0564
0.0082
0.0238
5/1/13
$143.9
$75.8
0.0233
-0.0820
0.0100
-0.0371
6/3/13
$141.9
$76.5
-0.0135
0.0098
-0.0059
0.0042
7/1/13
$149.1
$79.9
0.0507
0.0443
0.0215
0.0188
8/1/13
$144.8
$75.7
-0.0291
-0.0532
-0.0128
-0.0238
9/3/13
$149.3
$76.7
0.0312
0.0142
0.0133
0.0061
10/1/13
$156.1
$79.8
0.0459
0.0399
0.0195
0.0170
11/1/13
$160.9
$78.2
0.0303
-0.0206
0.0130
-0.0090
12/2/13
$164.9
$79.1
0.0252
0.0118
0.0108
0.0051
1/2/14
$159.2
$81.3
-0.0347
0.0275
-0.0153
0.0118
2/3/14
$166.5
$84.0
0.0456
0.0332
0.0194
0.0142
3/3/14
$167.8
$86.7
0.0082
0.0323
0.0036
0.0138
4/1/14
$169.0
$89.9
0.0072
0.0375
0.0031
0.0160
5/1/14
$173.0
$89.3
0.0233
-0.0073
0.0100
-0.0032
6/2/14
$176.5
$93.3
0.0205
0.0455
0.0088
0.0193
7/1/14
$174.1
$86.8
-0.0139
-0.0695
-0.0061
-0.0313
8/1/14
$181.0
$91.3
0.0399
0.0515
0.0170
0.0218
9/2/14
$178.5
$88.9
-0.0142
-0.0265
-0.0062
-0.0117
10/1/14
$182.8
$96.3
0.0242
0.0837
0.0104
0.0349
11/3/14
$187.7
$97.1
0.0268
0.0081
0.0115
0.0035
12/1/14
$187.2
$99.6
-0.0025
0.0260
-0.0011
0.0111
1/2/15
$181.6
$101.8
-0.0301
0.0218
-0.0133
0.0094
2/2/15
$192.0
$95.7
0.0573
-0.0594
0.0242
-0.0266
3/2/15
$188.9
$95.1
-0.0159
-0.0069
-0.0070
-0.0030
4/1/15
$190.7
$94.5
0.0095
-0.0064
0.0041
-0.0028
5/1/15
$193.2
$94.8
0.0127
0.0037
0.0055
0.0016
6/1/15
$189.4
$89.1
-0.0194
-0.0607
-0.0085
-0.0272
7/1/15
$193.4
$93.9
0.0208
0.0547
0.0089
0.0231
8/3/15
$181.7
$90.6
-0.0604
-0.0360
-0.0271
-0.0159
9/1/15
$177.1
$93.0
-0.0250
0.0272
-0.0110
0.0116
10/1/15
$192.1
$94.8
0.0842
0.0195
0.0351
0.0084
11/2/15
$192.6
$92.8
0.0029
-0.0213
0.0012
-0.0094
12/1/15
$191.1
$92.0
-0.0076
-0.0085
-0.0033
-0.0037


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