VTWO: how its history is extended
VTWO returns from its first trading day; earlier history from VB, then NAESX. (represented by the us_small asset chain before its own history)
Kind
Backfill chain
Extended from
1980-01-03
Through
2026-10-09
Sources
VTWO → VB → NAESX
Validation at each junction
| Real series | Stands in before it | Real data from | Overlap (years) | Monthly correlation | Return gap (pp/yr) | Gate |
|---|---|---|---|---|---|---|
| VTWO | VB | 2010-09-22 | 16.05 | 0.9851 | -0.767 | pass (bars: corr ≥ 0.9, |gap| ≤ 1.0pp) |
| VB | NAESX | 2004-01-30 | 22.69 | 0.999 | 0.153 | pass (bars: corr ≥ 0.9, |gap| ≤ 1.0pp) |
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.