Where to get year by year correlation data?

[jadela]

If I want to get Year by year correlation data between any 2 tickets or asset classes, where can I get that? I see that Portfolio Visualizer has the market correlation on backtests but that is cumulative.

For example, I'm interested in the yearly correlations between:
- REIT and LCB, e.g. VNQ:VTSAX.

[retired@50]

If I want to get Year by year correlation data between any 2 tickets or asset classes, where can I get that? I see that Portfolio Visualizer has the market correlation on backtests but that is cumulative.

For example, I'm interested in the yearly correlations between:
- REIT and LCB, e.g. VNQ:VTSAX.

Just change the time being analyzed in PV.

You can analyze a single year if you want.

Sample: https://www.portfoliovisualizer.com/bac ... ion2_2=100

My advice would be to get out of the rabbit hole you seem to be in, choose a portfolio, then get on with your life.

Regards,

[treecat]

[dupe]

[treecat]

PV's "Asset Class Correlations" shows correlations among a selection of ETFs, including I think the asset classes you mention: https://www.portfoliovisualizer.com/ass ... rrelations

You can put in any tickers you want into the similar "Asset Correlations" page (and get longer history if available). It looks like it supports a 12 month window if you're especially interested at the yearly level. For example, between Vanguard S&P500 and REIT: https://www.portfoliovisualizer.com/ass ... &months=12

[jadela]

PV's "Asset Class Correlations" shows correlations among a selection of ETFs, including I think the asset classes you mention: https://www.portfoliovisualizer.com/ass ... rrelations

You can put in any tickers you want into the similar "Asset Correlations" page (and get longer history if available). It looks like it supports a 12 month window if you're especially interested at the yearly level. For example, between Vanguard S&P500 and REIT: https://www.portfoliovisualizer.com/ass ... &months=12

Perfect thank you. The "rolling correlations" tab shows exactly what I want.

[dcabler]

Simba's spreadsheet here on this forum, especially if you want a large wealth of asset classes. Correlations are already pre-calculated in a very large table on one of the tabs.

https://www.bogleheads.org/wiki/Simba%2 ... preadsheet

Cheers