Kaight

Assets

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.

Bonds
Asset idNameChain (newest first)ReachesJunctions (corr, gap)
us_bondUS total bond marketBND ← VBMFX 1986-12-12 BND←VBMFX 0.9854, 0.069pp pass · detail
treas_shortShort TreasuriesVGSH ← VFISX 1991-10-29 VGSH←VFISX 0.9641, 0.009pp pass · detail
treas_intIntermediate TreasuriesVGIT ← 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 0.9942, -0.027pp pass; VFITX←DGS5.CM 0.971, 0.692pp pass · detail
treas_longLong TreasuriesVGLT ← 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, 0.051pp pass; VUSTX←DGS20.CM 0.9825, -0.201pp pass · detail
bond_shortShort-term bond indexBSV ← VBISX 1994-03-01 BSV←VBISX 0.9311, 0.071pp pass · detail
bond_intIntermediate-term bond indexBIV ← VBIIX 1994-03-01 BIV←VBIIX 0.9901, 0.015pp pass · detail
bond_longLong-term bond indexBLV (VBLTX fails the gate (price-return data), not offered) 2007-04-10
tipsTIPSTIP ← VIPSX 2000-06-30 TIP←VIPSX 0.9931, 0.146pp pass · detail
tbillTreasury bills (cash)BIL ← TBILL.IRX ← TBILL.TB3MS ← 3-month bill rate accrued, 1960 daily / 1934 monthly 1934-02-28 BIL←TBILL.IRX 0.9463, -0.09pp pass; TBILL.IRX←TBILL.TB3MS 0.9935, 0.002pp pass · detail
intl_bondInternational bonds (hedged)BNDX ← VTABX 2013-06-05 BNDX←VTABX 0.9934, -0.057pp pass · detail
International stocks
Asset idNameChain (newest first)ReachesJunctions (corr, gap)
intl_totalInternational stocks (total)VXUS ← VGTSX ← 60% VEURX + 40% VPACX from 1990 1990-06-19 VXUS←VGTSX 0.9987, 0.082pp pass; VXUS←VXUS (synthetic) 0.9884, -0.197pp pass · detail
intl_devInternational developed stocksVEA ← VTMGX ← 60% VEURX + 40% VPACX from 1990 1990-06-19 VEA←VTMGX 0.9986, -0.002pp pass; VEA←VEA (synthetic) 0.9969, 0.109pp pass · detail
intl_smallInternational small-capVSS ← VINEX 1996-11-05 VSS←VINEX 0.9673, 0.247pp pass · detail
emEmerging-market stocksVWO ← VEIEX 1994-05-05 VWO←VEIEX 0.992, 0.272pp pass · detail
worldWorld stocks (US + ex-US)VT (VTWSX fails the gate (price-return data), not offered) 2008-06-26
Real assets
Asset idNameChain (newest first)ReachesJunctions (corr, gap)
goldGoldGLD ← GC=F ← CEF (no free pre-1986 gold price source remains (FRED dropped the LBMA series)) 1986-04-04 GLD←GC=F 0.9935, -0.502pp pass; GC=F←CEF 0.889, 0.583pp pass · detail
commoditiesCommoditiesDBC 2006-02-06
reitUS real estate (REITs)VNQ ← VGSIX 1996-05-14 VNQ←VGSIX 0.9994, 0.099pp pass · detail
US sectors
Asset idNameChain (newest first)ReachesJunctions (corr, gap)
sector_techTechnology sectorVGT ← XLK 1998-12-23 VGT←XLK 0.9894, 0.023pp pass · detail
sector_healthHealth care sectorVHT ← XLV 1998-12-23 VHT←XLV 0.9885, 0.401pp pass · detail
sector_finFinancials sectorVFH ← XLF 1998-12-23 VFH←XLF 0.992, 0.813pp pass · detail
sector_energyEnergy sectorVDE ← XLE 1998-12-23 VDE←XLE 0.9976, -0.563pp pass · detail
sector_utilUtilities sectorVPU ← XLU 1998-12-23 VPU←XLU 0.9948, -0.06pp pass · detail
sector_staplesConsumer staples sectorVDC ← XLP 1998-12-23 VDC←XLP 0.9904, 0.457pp pass · detail
sector_discrConsumer discretionary sectorVCR ← XLY 1998-12-23 VCR←XLY 0.99, 0.266pp pass · detail
sector_indusIndustrials sectorVIS ← XLI 1998-12-23 VIS←XLI 0.9942, 0.013pp pass · detail
sector_matMaterials sectorVAW ← XLB 1998-12-23 VAW←XLB 0.9929, 0.312pp pass · detail
sector_commCommunication services sectorVOX 2004-09-29
US stocks
Asset idNameChain (newest first)ReachesJunctions (corr, gap)
us_totalUS total stock marketVTI ← VTSMX 1992-04-28 VTI←VTSMX 0.9994, 0.112pp pass · detail
us_largeUS large-cap blendVOO ← 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, 0.095pp pass; VFINX←SP500.TR 0.9926, -0.858pp pass · detail
us_large_growthUS large-cap growthVUG ← VIGRX 1992-11-02 VUG←VIGRX 0.9983, 0.142pp pass · detail
us_large_valueUS large-cap valueVTV ← VIVAX 1992-11-02 VTV←VIVAX 0.9993, 0.153pp pass · detail
us_midUS mid-cap blendVO ← VIMSX 1998-05-22 VO←VIMSX 0.9981, 0.143pp pass · detail
us_mid_growthUS mid-cap growthVOT ← VMGIX 2006-08-25 VOT←VMGIX 0.9996, 0.128pp pass · detail
us_mid_valueUS mid-cap valueVOE ← VMVIX 2006-08-25 VOE←VMVIX 0.9998, 0.148pp pass · detail
us_smallUS small-cap blendVB ← NAESX 1980-01-03 VB←NAESX 0.999, 0.154pp pass · detail
us_small_growthUS small-cap growthVBK ← VISGX 1998-05-22 VBK←VISGX 0.9991, 0.126pp pass · detail
us_small_valueUS small-cap valueVBR ← VISVX 1998-05-22 VBR←VISVX 0.9991, 0.149pp pass · detail
Tickers the registry maps

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.