Asset classes
History tools work on assets: one canonical fund per asset class with one backfill chain (newest first), every junction checked against the lab's tracking gate on the current data. A ticker you own maps to one asset; with extended history on it keeps its own returns and is represented by the asset's chain before them. Reach is bound by the oldest source in the chain.
The assets
| Asset id | Name | Chain (newest first) | Reaches | Junctions (corr, gap) |
us_bond | US total bond market | BND ← VBMFX |
1986-12-12 |
BND←VBMFX 0.9858, 0.09pp pass · detail |
treas_short | Short Treasuries | VGSH ← VFISX |
1991-10-29 |
VGSH←VFISX 0.9623, 0.053pp pass · detail |
treas_int | Intermediate Treasuries | VGIT ← VFITX ← DGS5.CM ← 5-year constant-maturity Treasury from daily yields, 1962; monthly-average yields before that fail the gate, not offered |
1962-01-03 |
VGIT←VFITX 0.9938, 0.017pp pass; VFITX←DGS5.CM 0.9711, 0.663pp pass · detail |
treas_long | Long Treasuries | VGLT ← VUSTX ← DGS20.CM ← 20-year constant-maturity Treasury from daily yields, 1962; monthly-average yields before that fail the gate, not offered |
1962-01-04 |
VGLT←VUSTX 0.9987, 0.092pp pass; VUSTX←DGS20.CM 0.9825, -0.229pp pass · detail |
bond_short | Short-term bond index | BSV ← VBISX |
1994-03-01 |
BSV←VBISX 0.9311, 0.085pp pass · detail |
bond_int | Intermediate-term bond index | BIV ← VBIIX |
1994-03-01 |
BIV←VBIIX 0.9901, 0.033pp pass · detail |
bond_long | Long-term bond index | BLV (VBLTX fails the gate (price-return data), not offered) |
2007-04-10 |
|
tips | TIPS | TIP ← VIPSX |
2000-06-30 |
TIP←VIPSX 0.9921, 0.202pp pass · detail |
tbill | Treasury bills (cash) | BIL ← TBILL.IRX ← TBILL.TB3MS ← 3-month bill rate accrued, 1960 daily / 1934 monthly |
1934-02-28 |
BIL←TBILL.IRX 0.9462, -0.09pp pass; TBILL.IRX←TBILL.TB3MS 0.9935, 0.002pp pass · detail |
intl_bond | International bonds (hedged) | BNDX ← VTABX |
2013-06-05 |
BNDX←VTABX 0.9933, 0.012pp pass · detail |
The assets
| Asset id | Name | Chain (newest first) | Reaches | Junctions (corr, gap) |
intl_total | International stocks (total) | VXUS ← VGTSX ← 60% VEURX + 40% VPACX from 1990 |
1990-06-19 |
VXUS←VGTSX 0.9987, 0.082pp pass; VXUS←VXUS (synthetic) 0.9883, -0.165pp pass · detail |
intl_dev | International developed stocks | VEA ← VTMGX ← 60% VEURX + 40% VPACX from 1990 |
1990-06-19 |
VEA←VTMGX 0.9986, 0.021pp pass; VEA←VEA (synthetic) 0.9968, 0.128pp pass · detail |
intl_small | International small-cap | VSS ← VINEX |
1996-11-05 |
VSS←VINEX 0.9674, 0.224pp pass · detail |
em | Emerging-market stocks | VWO ← VEIEX |
1994-05-05 |
VWO←VEIEX 0.992, 0.255pp pass · detail |
world | World stocks (US + ex-US) | VT (VTWSX fails the gate (price-return data), not offered) |
2008-06-26 |
|
The assets
| Asset id | Name | Chain (newest first) | Reaches | Junctions (corr, gap) |
gold | Gold | GLD ← GC=F ← CEF (no free pre-1986 gold price source remains (FRED dropped the LBMA series)) |
1986-04-04 |
GLD←GC=F 0.9921, -0.483pp pass; GC=F←CEF 0.8882, 0.68pp pass · detail |
commodities | Commodities | DBC |
2006-02-06 |
|
reit | US real estate (REITs) | VNQ ← VGSIX |
1996-05-14 |
VNQ←VGSIX 0.9994, 0.099pp pass · detail |
The assets
| Asset id | Name | Chain (newest first) | Reaches | Junctions (corr, gap) |
sector_tech | Technology sector | VGT ← XLK |
1998-12-23 |
VGT←XLK 0.9894, 0.011pp pass · detail |
sector_health | Health care sector | VHT ← XLV |
1998-12-23 |
VHT←XLV 0.9885, 0.366pp pass · detail |
sector_fin | Financials sector | VFH ← XLF |
1998-12-23 |
VFH←XLF 0.9921, 0.776pp pass · detail |
sector_energy | Energy sector | VDE ← XLE |
1998-12-23 |
VDE←XLE 0.9976, -0.587pp pass · detail |
sector_util | Utilities sector | VPU ← XLU |
1998-12-23 |
VPU←XLU 0.9949, -0.055pp pass · detail |
sector_staples | Consumer staples sector | VDC ← XLP |
1998-12-23 |
VDC←XLP 0.9905, 0.45pp pass · detail |
sector_discr | Consumer discretionary sector | VCR ← XLY |
1998-12-23 |
VCR←XLY 0.9901, 0.248pp pass · detail |
sector_indus | Industrials sector | VIS ← XLI |
1998-12-23 |
VIS←XLI 0.9942, -0.001pp pass · detail |
sector_mat | Materials sector | VAW ← XLB |
1998-12-23 |
VAW←XLB 0.993, 0.314pp pass · detail |
sector_comm | Communication services sector | VOX |
2004-09-29 |
|
The assets
| Asset id | Name | Chain (newest first) | Reaches | Junctions (corr, gap) |
us_total | US total stock market | VTI ← VTSMX |
1992-04-28 |
VTI←VTSMX 0.9994, 0.112pp pass · detail |
us_large | US large-cap blend | VOO ← VFINX ← SP500.TR ← S&P 500 index level with dividends from 1928 (daily); Shiller monthly averages before that fail the gate, not offered |
1928-01-04 |
VOO←VFINX 0.9997, 0.096pp pass; VFINX←SP500.TR 0.9926, -0.858pp pass · detail |
us_large_growth | US large-cap growth | VUG ← VIGRX |
1992-11-02 |
VUG←VIGRX 0.9983, 0.141pp pass · detail |
us_large_value | US large-cap value | VTV ← VIVAX |
1992-11-02 |
VTV←VIVAX 0.9993, 0.154pp pass · detail |
us_mid | US mid-cap blend | VO ← VIMSX |
1998-05-22 |
VO←VIMSX 0.9981, 0.126pp pass · detail |
us_mid_growth | US mid-cap growth | VOT ← VMGIX |
2006-08-25 |
VOT←VMGIX 0.9996, 0.127pp pass · detail |
us_mid_value | US mid-cap value | VOE ← VMVIX |
2006-08-25 |
VOE←VMVIX 0.9998, 0.149pp pass · detail |
us_small | US small-cap blend | VB ← NAESX |
1980-01-03 |
VB←NAESX 0.999, 0.153pp pass · detail |
us_small_growth | US small-cap growth | VBK ← VISGX |
1998-05-22 |
VBK←VISGX 0.9991, 0.127pp pass · detail |
us_small_value | US small-cap value | VBR ← VISVX |
1998-05-22 |
VBR←VISVX 0.9991, 0.151pp pass · detail |
Enter any of these in a tool; extended history represents them by their asset before their own first trading day, and the report says so. Other tickers use their own history only.
ACWI → worldAGG → us_bondBIL → tbillBIV → bond_intBLV → bond_longBND → us_bondBNDX → intl_bondBSV → bond_shortCEF → goldDBC → commoditiesDGS20.CM → treas_longDGS5.CM → treas_intEEM → emEFA → intl_devFSKAX → us_totalFTIHX → intl_totalFXAIX → us_largeFXNAX → us_bondGC=F → goldGLD → goldGLDM → goldGSG → commoditiesIAU → goldIEF → treas_intIEFA → intl_devIEMG → emIJH → us_midIJR → us_smallITOT → us_totalIVV → us_largeIWD → us_large_valueIWF → us_large_growthIWM → us_smallIXUS → intl_totalNAESX → us_smallPDBC → commoditiesSCHA → us_smallSCHB → us_totalSCHE → emSCHF → intl_devSCHG → us_large_growthSCHM → us_midSCHV → us_large_valueSCHZ → us_bondSGOV → tbillSHY → treas_shortSP500.TR → us_largeSPY → us_largeSWAGX → us_bondSWISX → intl_devSWPPX → us_largeSWTSX → us_totalTBILL.IRX → tbillTBILL.TB3MS → tbillTIP → tipsTLT → treas_longVAIPX → tipsVAW → sector_matVB → us_smallVBIIX → bond_intVBILX → bond_intVBIRX → bond_shortVBISX → bond_shortVBK → us_small_growthVBLAX → bond_longVBMFX → us_bondVBR → us_small_valueVBTLX → us_bondVCR → sector_discrVDC → sector_staplesVDE → sector_energyVEA → intl_devVEIEX → emVEU → intl_totalVFH → sector_finVFIAX → us_largeVFINX → us_largeVFISX → treas_shortVFITX → treas_intVFWIX → intl_totalVGIT → treas_intVGLT → treas_longVGSH → treas_shortVGSIX → reitVGT → sector_techVGTSX → intl_totalVHT → sector_healthVIGAX → us_large_growthVIGRX → us_large_growthVIMAX → us_midVIMSX → us_midVINEX → intl_smallVIPSX → tipsVIS → sector_indusVISGX → us_small_growthVISVX → us_small_valueVIVAX → us_large_valueVMFXX → tbillVMGIX → us_mid_growthVMVIX → us_mid_valueVNQ → reitVO → us_midVOE → us_mid_valueVONG → us_large_growthVONV → us_large_valueVOO → us_largeVOT → us_mid_growthVOX → sector_commVPU → sector_utilVSGAX → us_small_growthVSIAX → us_small_valueVSMAX → us_smallVSS → intl_smallVT → worldVTABX → intl_bondVTI → us_totalVTIAX → intl_totalVTIP → tipsVTMGX → intl_devVTSAX → us_totalVTSMX → us_totalVTV → us_large_valueVTWAX → worldVTWO → us_smallVUG → us_large_growthVUSTX → treas_longVV → us_largeVVIAX → us_large_valueVWO → emVXUS → intl_totalXLB → sector_matXLE → sector_energyXLF → sector_finXLI → sector_indusXLK → sector_techXLP → sector_staplesXLU → sector_utilXLV → sector_healthXLY → sector_discr
Synthetic recipes (NTSX, AOK/AOM/AOR/AOA) are listed under extensions.