VEA: how its history is extended
VEA returns from its first trading day, then VTMGX back to its start; before that, a constant 60% Vanguard European Index (VEURX) / 40% Vanguard Pacific Index (VPACX) mix rebalanced monthly, from 1990-06 (index-fund returns, already net of expenses; no emerging markets in this leg).
Kind
Synthetic
Extended from
1990-06-19
Through
2026-09-28
Sources
VEA → VTMGX → VEURX → VPACX
Validation at each junction
| Real series | Stands in before it | Real data from | Overlap (years) | Monthly correlation | Return gap (pp/yr) | Gate |
|---|---|---|---|---|---|---|
| VEA | VTMGX | 2007-07-26 | 19.11 | 0.9986 | -0.002 | pass (bars: corr ≥ 0.9, |gap| ≤ 1.0pp) |
| VEA | VEA (synthetic) | 1999-08-18 | 27.07 | 0.9969 | 0.109 | pass (bars: corr ≥ 0.9, |gap| ≤ 1.0pp) |
Constants: expense ratio 0.0%/yr ; target weights EUROPE 60.0%, PACIFIC 40.0%, rebalanced monthly .
Synthetic against the real fund over their overlap, growth of $10,000
Figures on this page are computed from the data store when the page renders; the gate is re-checked every time an extension is used. Method: the lab's tracking standard, lab.data.chains.