Vanguard Total Stock Market Index Fund ETF x Global Equities Correlations
Historical price and correlation data
This multi-factor forecast for Paypal Holdings (PYPL) is based on a weighted average of five factor-dervied forecasts.Backtest PYPL
Component Pearson Correlations
About Heat Map Colors
The X-axis displays trading days by date, and the Y-axis contains different n-day average correlation look back periods. For example, The 180-day average of Pearson correlation value calculated on a specific date appears on the heat map at the intersection of Y-coordinate "180" and X-coordinate of the specific date.
VTI is an exchanged traded fund whose performance seeks to track the CRSP US Total Market Index, a measure for investment performance in the overall stock market. The fund employs an indexing investment approach designed to track the performance of approximately 100% of the investable U.S stocks trading on the NYSE and Nasdaq exchanges. VTI invests by sampling the index, which means it holds a broadly diversified collection of securities that approximates the benchmark it attempts to track.