The Bogleheads community deserves tremendous credit for compiling and updating Simba’s Backtesting Spreadsheet, the source for the majority of data on this site.  The information below outlines the specific source data for each asset class.  I make absolutely no claims regarding the accuracy of any data.  All data is from 1972 to the present, and past performance is no guarantee of future returns.

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US STOCKS

Total Stock Market

CRSP Market Decile 1-10 1972-1992

Vanguards Total Stock Market Index Fund (VTSMX) 1993+

Large Cap Value

Fama and French 1972-1978

Russell 1000 Value Index 1979-1992

Vanguards Value Index Fund (VIVAX) 1993+

Large Cap Blend

S&P 500: Standard & Poors 1972-1976

Vanguards 500 Index Fund (VFINX) 1977+

Large Cap Growth

Fama and French 1972-1978

Russell 1000 Growth Index 1979-1992

Vanguards Growth Index Fund (VIGRX) 1993+

Mid Cap Blend

CRSP Decile 3-5 1972-1978

Russell Mid Cap Index 1979-1998

Vanguards Mid Cap Index Fund (VIMSX) 1999+

Small Cap Value

Ibbotson 1972-1978

Russell 2000 Value Index 1979-1998

Vanguards Small Cap Value Index Fund (VISVX) 1999+

Small Cap Blend

Ibbotson 1972-1978

Russell 2000 Index 1979-1991

Vanguards Small Cap Index Fund (NAESX) 1992+

Small Cap Growth

Ibbotson 1972–1978

Russell 2000 Growth Index 1979-1998

Vanguards Small Cap Growth Index Fund (VISGX) 1999+

Micro Cap

CRSP Decile 10 1972-1997

BRSIX Bridgeway Ultra Small Market (BRSIX) 1998+

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INTERNATIONAL STOCKS

Total Int’l

MSCI EAFE Index 1972-1987 (Developed Only)

85% EAFE Index

Vanguards Total International Index Fund (VGTSX) 1997+

Int’l Developed

MSCI EAFE Index 1972-2000 (Developed Only)

Vanguard Developed Mkts Idx (VDMIX) 2001-2013

VTMGX 2014

Emerging Market

IFA website (added back expenses):1972-1987

(http://www.ifa.com/library/support/data/IFAindexdata.asp)

Allocated 50% IFA Intl Value Index and 50% IFA Intl Small

MSCI Emerging Mkts Index 1988-1994

Vanguard Emerging Mkts Idx (VEIEX) 1995+

Pacific

MSCI Data 1972-1990

Vanguard Pacific Stock Index (VPACX) 1991+

Europe

MSCI Data 1972-1984

Vanguard Europe Stock Index (VEURX) 1991+

Int’l Value

IFA Intl Value (ifa.com) 1972-1974

MSCI EAFE Value 1975-1996

Vanguard Intl Value (VTRIX) 1997+

Int’l Small

Intl Small IFA website (added back expenses):1972-1974

Intl Small 1975-1996

VG Intl Explorer – 1997 – 2009

FTSE All-World ex-US Small Cap Idx (VFSVX)  2010+

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BONDS

Total Bond Market

Ibbotson 1972 Lehman Brothers 1973-1986

Vanguards Total Bond Index Fund (VBMFX) 1987+

Long Term Treasury

Tamasset Spreadsheet 1972-1986

Vanguards Long Term Treasury (VUSTX) 1987+

10 Year Treasury

http://pages.stern.nyu.edu/~adamodar/New_Home_Page/datafile/histretSP.html

5 Year Treasury

Tamasset Spreadsheet 1972-1991

Vanguards InterTerm Treasury Fund (VFITX) 1992+

Short Term Treasury

ST Treasury (2F) IFA website: 1972-1991

Vanguard Short Term Treasury (VFISX) 1992+

Synthetic TIPS

Synthetic TIPS data provided by Cb (Data from Kothari’s paper) http://www.diehards.org/forum/viewtopic.php?t=281

Vanguard Inflation-Protected Security Fund (VIPSX) 2001+

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OTHER

Commodities

COMM – Commodities/Natural Resources Collaterallized

Chase Index 1972-1990

DJ-AIJ plus T-Bills 1991-1996

DJ-AIG plus Yahoo’s IPS ‘category’ returns 1997-2001 (prior to VIPSX)

DJ-AIJ plus VIPSX – 2001-2002

Pimco (PCRIX) 2003+

GOLD

Kitco returns – 1972 – 2004

GLD ETF (GLD) 2004 – 2014

REIT

Nat. Assn. of Real Estate Inv Trusts 1972-1996

Vanguards REIT Index Fund (VGSIX) 1997+

Treasury Money Mkt

T-Bills 1972-1983

Vanguard Treasury Money Market Fund (VMPXX) 1984+

VG Treasury (VMPXX) merged with Admiral Treasury (VUSXX) in Aug 2009