Good decisions require good data, and seeking it out is a particular passion of mine. Here you can find the original source articles for all of the site calculators, learn about the nuances of extrapolating stock returns, and explore the world of market data for yourself.
Overall Methodology — Including methods, assumptions, and verification info
Simba’s Backtesting Spreadsheet — Collected from various sources around the web and maintained by the Bogleheads community, this is the definitive collection of high-quality free asset data for everyday investors.
Stock Index Calculator — My own work reconstructing the complete size and value indices for US stock markets. Complete with methodology and data.
Fama/French Data Library — A massive collection of US and international stock data broken down by various contributing factors. It requires a bit of a learning curve to use, but is extremely thorough and well-sourced.
Longinvest Bond Fund Simulator — An extremely impressive spreadsheet for calculating bond ladder returns from FRED data.
Federal Reserve Economic Data (FRED) — A great source for all kinds of economic data including bond returns and inflation rates.
Shiller Data — Robert Shiller’s aggregate US Stock, bond, and inflation dating back to 1871.
Crestmont Research Stock Market Matrix — The original inspiration for the Portfolio Charts Heat Map, this stock market history is packed full of useful information.
MSCI Real Time Index Data Search — The data provider that many professional indices track offers a great tool for searching source data.