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.
| Asset id | Name | Chain (newest first) | Reaches | Junctions (corr, gap) |
|---|---|---|---|---|
us_bond | US total bond market | BND ← VBMFX | 1986-12-12 | BND←VBMFX 0.9854, 0.069pp pass · detail |
treas_short | Short Treasuries | VGSH ← VFISX | 1991-10-29 | VGSH←VFISX 0.9641, 0.009pp 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 0.9942, -0.027pp pass; VFITX←DGS5.CM 0.971, 0.692pp 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, 0.051pp pass; VUSTX←DGS20.CM 0.9825, -0.201pp pass · detail |
bond_short | Short-term bond index | BSV ← VBISX | 1994-03-01 | BSV←VBISX 0.9311, 0.071pp pass · detail |
bond_int | Intermediate-term bond index | BIV ← VBIIX | 1994-03-01 | BIV←VBIIX 0.9901, 0.015pp 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 0.9931, 0.146pp 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 0.9463, -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 0.9934, -0.057pp pass · detail |
| 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) 0.9884, -0.197pp pass · detail |
intl_dev | International developed stocks | VEA ← 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_small | International small-cap | VSS ← VINEX | 1996-11-05 | VSS←VINEX 0.9673, 0.247pp pass · detail |
em | Emerging-market stocks | VWO ← VEIEX | 1994-05-05 | VWO←VEIEX 0.992, 0.272pp pass · detail |
world | World stocks (US + ex-US) | VT (VTWSX fails the gate (price-return data), not offered) | 2008-06-26 |
| 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 0.9935, -0.502pp pass; GC=F←CEF 0.889, 0.583pp 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 |
| Asset id | Name | Chain (newest first) | Reaches | Junctions (corr, gap) |
|---|---|---|---|---|
sector_tech | Technology sector | VGT ← XLK | 1998-12-23 | VGT←XLK 0.9894, 0.023pp pass · detail |
sector_health | Health care sector | VHT ← XLV | 1998-12-23 | VHT←XLV 0.9885, 0.401pp pass · detail |
sector_fin | Financials sector | VFH ← XLF | 1998-12-23 | VFH←XLF 0.992, 0.813pp pass · detail |
sector_energy | Energy sector | VDE ← XLE | 1998-12-23 | VDE←XLE 0.9976, -0.563pp pass · detail |
sector_util | Utilities sector | VPU ← XLU | 1998-12-23 | VPU←XLU 0.9948, -0.06pp pass · detail |
sector_staples | Consumer staples sector | VDC ← XLP | 1998-12-23 | VDC←XLP 0.9904, 0.457pp pass · detail |
sector_discr | Consumer discretionary sector | VCR ← XLY | 1998-12-23 | VCR←XLY 0.99, 0.266pp pass · detail |
sector_indus | Industrials sector | VIS ← XLI | 1998-12-23 | VIS←XLI 0.9942, 0.013pp pass · detail |
sector_mat | Materials sector | VAW ← XLB | 1998-12-23 | VAW←XLB 0.9929, 0.312pp pass · detail |
sector_comm | Communication services sector | VOX | 2004-09-29 |
| 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, 0.095pp 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, 0.142pp pass · detail |
us_large_value | US large-cap value | VTV ← VIVAX | 1992-11-02 | VTV←VIVAX 0.9993, 0.153pp pass · detail |
us_mid | US mid-cap blend | VO ← VIMSX | 1998-05-22 | VO←VIMSX 0.9981, 0.143pp pass · detail |
us_mid_growth | US mid-cap growth | VOT ← VMGIX | 2006-08-25 | VOT←VMGIX 0.9996, 0.128pp pass · detail |
us_mid_value | US mid-cap value | VOE ← VMVIX | 2006-08-25 | VOE←VMVIX 0.9998, 0.148pp pass · detail |
us_small | US small-cap blend | VB ← NAESX | 1980-01-03 | VB←NAESX 0.999, 0.154pp pass · detail |
us_small_growth | US small-cap growth | VBK ← VISGX | 1998-05-22 | VBK←VISGX 0.9991, 0.126pp pass · detail |
us_small_value | US small-cap value | VBR ← VISVX | 1998-05-22 | VBR←VISVX 0.9991, 0.149pp 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.