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{
"schema": 1,
"updated": "2026-08-14",
"note": "Single source of truth for the instrument menu AND the fetch scripts. Adding an instrument here is the only edit needed — scripts/fetch-data.js reads it, and index.html builds its menu from it. `returns` is honest labelling: `total` means dividends are reinvested in the series, `price` means they are not. `calendar` drives the annualization factor.",
"groups": [
{ "id": "megacap", "label": "US megacaps", "warn": "selection" },
{ "id": "broad", "label": "Broad market" },
{ "id": "style", "label": "Style & factor" },
{ "id": "sector", "label": "US sectors" },
{ "id": "bond", "label": "Bonds" },
{ "id": "intl", "label": "International" },
{ "id": "real", "label": "Real assets" },
{ "id": "deep", "label": "Deep history" }
],
"warnings": {
"selection": "These ten names were added to the menu in 2026 because they are recognisable today. That is selection on the outcome: every one of them beat the S&P 500 over the last decade. Portfolios built from this group will look good for reasons that have nothing to do with your allocation."
},
"instruments": [
{ "id": "AAPL", "name": "Apple", "group": "megacap", "class": "equity", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "MSFT", "name": "Microsoft", "group": "megacap", "class": "equity", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "NVDA", "name": "Nvidia", "group": "megacap", "class": "equity", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "GOOGL", "name": "Alphabet", "group": "megacap", "class": "equity", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "AMZN", "name": "Amazon", "group": "megacap", "class": "equity", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "META", "name": "Meta", "group": "megacap", "class": "equity", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "TSLA", "name": "Tesla", "group": "megacap", "class": "equity", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "NFLX", "name": "Netflix", "group": "megacap", "class": "equity", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "AMD", "name": "AMD", "group": "megacap", "class": "equity", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "AVGO", "name": "Broadcom", "group": "megacap", "class": "equity", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "SPY", "name": "S&P 500", "group": "broad", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo", "benchmark": true },
{ "id": "QQQ", "name": "Nasdaq 100", "group": "broad", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "IWM", "name": "Russell 2000 (small cap)", "group": "broad", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "VTI", "name": "US total market", "group": "broad", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "RSP", "name": "S&P 500 equal weight", "group": "broad", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "VTV", "name": "US value", "group": "style", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "VUG", "name": "US growth", "group": "style", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "MTUM", "name": "US momentum", "group": "style", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "USMV", "name": "US minimum volatility", "group": "style", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "SCHD", "name": "US dividend", "group": "style", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "XLK", "name": "Technology", "group": "sector", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "XLF", "name": "Financials", "group": "sector", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "XLE", "name": "Energy", "group": "sector", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "XLV", "name": "Health care", "group": "sector", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "XLY", "name": "Consumer discretionary", "group": "sector", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "XLP", "name": "Consumer staples", "group": "sector", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "XLI", "name": "Industrials", "group": "sector", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "XLB", "name": "Materials", "group": "sector", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "XLU", "name": "Utilities", "group": "sector", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "XLRE", "name": "Real estate", "group": "sector", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "XLC", "name": "Communication services", "group": "sector", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "AGG", "name": "US aggregate bonds", "group": "bond", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "TLT", "name": "Long Treasuries (20y+)", "group": "bond", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "IEF", "name": "Intermediate Treasuries", "group": "bond", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "LQD", "name": "Investment-grade credit", "group": "bond", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "HYG", "name": "High-yield credit", "group": "bond", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "TIP", "name": "Inflation-protected (TIPS)","group": "bond", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "VEA", "name": "Developed ex-US", "group": "intl", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "VWO", "name": "Emerging markets", "group": "intl", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "GLD", "name": "Gold", "group": "real", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "VNQ", "name": "US REITs", "group": "real", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "DBC", "name": "Broad commodities", "group": "real", "class": "etf", "calendar": "sessions", "returns": "total", "source": "tiingo" },
{ "id": "USMKT", "name": "US total market (1926–)", "group": "deep", "class": "index", "calendar": "sessions", "returns": "total", "source": "ken-french",
"derived": true,
"note": "Cumulative daily total return of the CRSP value-weighted US market, rebuilt from Fama/French Mkt-RF + RF. Base 1.0 at 1926-07-01. Updated monthly by its publisher, so it lags the ETF data by up to six weeks." }
],
"series": [
{ "id": "RF", "kind": "rate", "name": "Risk-free rate (1-month T-bill)", "source": "ken-french + fred:DTB3",
"note": "Simple daily rate as a decimal. Fama/French RF 1926-07-01 onward, spliced with FRED DTB3 for dates after their last publication." },
{ "id": "CPI", "kind": "deflator", "name": "US consumer price index", "source": "fred:CPIAUCNS",
"note": "Monthly index level, not seasonally adjusted, 1913-01 onward. Interpolated to daily for deflating a series to real dollars." }
]
}