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Where to find public data for preset-portfolio slots

Public, citable sources you can pull historical returns from when a preset slot says 'Upload needed'.

Some preset portfolios include asset classes that FIREproof does not ship a built-in series for. These are typically emerging-markets equity, commodities, small-cap value, and international small-caps. The slot-mapping modal marks those rows as "Upload needed" and asks you to point them at a custom return series you have uploaded yourself.

This page lists the public, citable data sources FIREproof itself draws on for the series it ships, so you have a starting point for finding something equivalent for the "Upload needed" slots. None of these sources require a paid subscription, and all of them are widely cited in academic and FIRE-community work.

The four public sources FIREproof uses

These are the upstream datasets behind the series FIREproof ships (S&P 500 composite, US Total Market, 10-year Treasury, TIPS, REITs, and so on). They are good starting points if you need to fill a slot that FIREproof did not pre-populate.

  • Robert Shiller's Yale data - the long-history US equity and CPI dataset at econ.yale.edu/~shiller/data.htm. Goes back to 1871 for US equity composite, dividends, earnings, CPI, and the 10-year Treasury yield. This is the deepest-history piece of FIREproof's built-in catalog.
  • Ken French Data Library at Dartmouth - the research library hosted by Prof. Ken French at the Tuck School of Business. Search for the Ken French Data Library; the canonical landing page is hosted under Dartmouth's tuck.dartmouth.edu. It publishes Fama-French factor portfolios (size, value, profitability, investment), 5x5 and 10x10 portfolio sorts, and country / industry portfolios. All are in monthly and annual return form, all in plain CSV, and all free to download.
  • FRED (Federal Reserve Economic Data) - the St. Louis Fed's public economic-data portal at fred.stlouisfed.org. Treasury yields across the curve, CPI, TIPS real yields, exchange rates, and many other macro series. CSV download is one click per series. The built-in tips_real series is FIREproof's synthetic real-yield series (10-year nominal minus CPI YoY); it powers two surfaces: (1) the TIPS Bond Ladder's Historical TIPS yield-source mode (a per-cycle lookup at each cycle's start year), and (2) as a regular asset-class sleeve you can add to any multi-asset account via the Allocation modal's "+ Add Asset Class" picker.
  • NAREIT - the National Association of Real Estate Investment Trusts publishes monthly index returns for the US REIT market (all-equity REIT index, mortgage REIT index, sub-sector breakdowns) at reit.com. FIREproof's nareit_us built-in series comes from this source.

Per-asset-class guidance

Emerging-markets equity

No fully public, deeply-historical emerging-markets total-return series is widely redistributable. The cleanest public proxies are:

  • Ken French Data Library: download the Emerging Markets portfolios under the international-data section. Monthly returns go back to the late 1980s for most country aggregates.
  • Build a basket of country returns from the French library's country-level portfolios (Brazil, China, India, South Africa, etc.) and weight them yourself.

If you only have a short emerging-markets history, FIREproof will fall back to the public-equity proxy (sp500_composite) for pre-history years. That is acknowledged in the first-usable-year notes on the asset-class picker.

Commodities

  • FRED hosts producer-price and commodity-spot series (gold, oil, broad commodity indices from public-sector contributors). Most have monthly granularity.
  • Several academic working papers publish their backing commodity return tables as appendix CSVs. If you use one, cite the paper in your custom-series metadata so you can find it again.

Gold is already a built-in asset class in FIREproof, so you only need a custom commodities series if your preset wants broad commodities (e.g. an energy + metals + agriculture basket).

Small-cap value

  • Ken French Data Library is the canonical source. Download the 6 Portfolios Formed on Size and Book-to-Market (2x3) file and use the Small Value column. That is Fama-French's textbook definition of small-cap value, going back to 1926 for the US.
  • Or pull the 25 Portfolios Formed on Size and Book-to-Market (5x5) file if you want a finer-grained "small-and-deep-value" bucket and mix the small-cap rows yourself.

International small-cap

  • Ken French Data Library: the international portfolios section publishes size-sorted developed-market returns (Small / Big by region or country). Combine the regional small-cap columns for a developed-international small-cap proxy.
  • For emerging-markets small-cap, mix the French library's country-level small-cap returns with the same weights you use for your emerging-markets sleeve.

Slots used by the multi-asset presets

The following slot types show up in the broader multi-asset recipes (Dalio's All Seasons, Golden Butterfly, Golden Ratio, the Larry Portfolio, and the Permanent Portfolio). Each section below points at the same public sources listed above, with the specific series you'd want for that slot.

US Small-Cap Value (SCV)

Appears in the Golden Butterfly, Golden Ratio, and Larry portfolios.

  • Ken French Data Library: download the 6 Portfolios Formed on Size and Book-to-Market (2x3) file. The Small Value bucket (small market-cap × high book-to-market) is Fama-French's textbook US SCV series, with monthly returns back to 1926.
  • Alternatively, the 25 Portfolios (5x5) file lets you build a narrower "small-and-deep-value" sleeve by mixing the small-cap rows yourself.

Long-Term Treasury

Appears in All Seasons, Golden Butterfly, Golden Ratio, and Permanent Portfolio.

  • FRED: the constant-maturity Treasury yield series DGS20 (20-year) and DGS30 (30-year) are free CSV downloads. To convert yields into a total-return series you need to roll a synthetic constant-duration bond. The simplest version is the textbook formula return = coupon / 12 - duration × Δyield applied month-by-month. Several Bogleheads-community notebooks publish the exact spreadsheet recipe; cite whichever one you adapt.
  • Shiller's Yale data ships a 10-year Treasury yield back to 1871, which you can extend the same way for a longer history (with the duration assumption noted in your custom-series metadata).

Short-Term Treasury

Appears in the Golden Butterfly.

  • FRED: DGS2 (2-year) or DGS3 (3-year) constant-maturity Treasury yields. Convert to total returns with the same duration-rolling recipe as the long-term case. With a much shorter duration the price-change term is small, so the series tracks the yield closely.
  • If you only need a "T-bill-like" sleeve and not a strict 2-to-3-year duration, the slot can be left as the built-in cash routing (the FIREproof Permanent Portfolio and Golden Ratio tbill slots already use that).

Commodities (broad basket)

Appears in All Seasons and Golden Ratio.

  • FRED hosts producer-price and commodity-spot series (gold, oil, broad public-sector commodity indices). Most have monthly granularity and are free to download as CSV.
  • Academic working-paper appendices are the cleanest public source for long-history total-return commodity baskets. The Erb & Harvey commodity-returns work (e.g. The Strategic and Tactical Value of Commodity Futures) is one widely-cited example; several follow-on papers publish the underlying basket-return tables as appendix CSVs. If you use one, cite the paper in your custom-series metadata so you and any reviewers can find it again.

International Developed Small-Cap Value

Appears in the Larry Portfolio.

  • Ken French Data Library: the International Portfolios Formed on Size and Book-to-Market file publishes developed-market size × value sorts (regional and country). The Small Value column under the developed-ex-US region is the canonical proxy for this slot, with monthly returns back to 1990.
  • For a longer history, splice the developed-international SCV series onto a broader developed-international value series for the pre-1990 years, and document the splice in your custom-series metadata.

How to upload what you find

Once you have a CSV or .xlsx of annual returns for a slot, head to the custom-series upload flow:

  1. Read Custom return series - upload your own data for the file shape the importer expects (year-down-the-side, codes-across-the-top).
  2. Upload the file from the Custom Series section of the Parameters tab.
  3. Return to the Preset Portfolios page and pick the preset you wanted. Your newly-uploaded series will be available in the dropdown for any slot whose asset class matches.

If you cannot find good data

If none of these sources cover the slot you need, you have two fallbacks that keep your simulation honest without inventing data:

  • Pick a different preset whose slots are all covered by built-ins. The simpler 2-fund and 3-fund presets fall in this category.
  • Build a custom asset class with a Monte Carlo distribution (mean / standard deviation / correlation). See Custom asset classes for that workflow. This is genuinely synthetic data. The generator does not pretend to be a historical record.

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