Scope
Reproducible models with deliberately narrow claims
Every calculator uses deterministic arithmetic: the same valid inputs produce the same output. Displayed dollar results are rounded to the nearest dollar, but calculations retain unrounded values until display. No calculator simulates market volatility, assigns a probability of success or adapts its result to an individual’s complete circumstances.
Current macro values are different from calculator scenarios. They are fetched from named government and central-bank sources, validated, dated and rendered into static HTML. Observation dates remain separate from the time FinanceBase retrieved the data.
Calculator methods
The exact arithmetic used by each tool
Compound interest calculator
The tool combines the future value of an initial principal with an ordinary annuity. The entered nominal annual return is divided by 12, growth is compounded monthly, and equal contributions are added at each month-end.
FV = P(1 + i)^n + C × (((1 + i)^n − 1) / i), where i = annual rate / 12 and n = years × 12. When i = 0, it uses FV = P + Cn. Total contributed is P + Cn; projected growth is future value minus total contributed. The model excludes fees, taxes, inflation, withdrawals, changing contributions and variable returns.
DCA calculator
The DCA tool models an annuity due: equal contributions are made at the beginning of each month, so each contribution receives one additional month of modeled growth compared with a month-end deposit.
FV = C(1 + i) × (((1 + i)^n − 1) / i). The annual rate is nominal and divided by 12; n = years × 12. At a zero rate, FV = Cn. It is a constant-return projection—not an asset backtest—and excludes an initial lump sum, fees, taxes, inflation and missed or changing deposits.
FIRE calculator
The estimated financial-independence target is annual retirement expenses / initial withdrawal rate. The reciprocal of the withdrawal rate is the displayed expense multiple; a 4% input therefore produces 25 times annual expenses.
Starting with current invested savings, the timeline repeats next balance = current balance × (1 + real annual return) + annual contribution. Contributions arrive at year-end. Iteration stops when the balance reaches the target or after 100 years. Because expenses are expressed in today’s dollars, the return input is a real return after inflation. This is a deterministic scenario and does not model taxes, fees, pensions, benefit income, contribution changes, withdrawals or sequence-of-returns risk.
2025 U.S. federal income tax calculator
The tax tool treats the entered amount as ordinary income, subtracts only the basic standard deduction for the selected filing status, floors taxable income at zero, then applies each 2025 marginal rate only to the income inside that bracket. In symbols: T = max(0, G − D), followed by the sum of each bracket’s taxable slice multiplied by its rate.
The bracket boundaries are the official 2025 IRS schedules: 10%, 12%, 22%, 24%, 32%, 35% and 37% for single, married filing jointly or qualifying surviving spouse, married filing separately, and head of household. The basic deductions used are $15,750 for single or married filing separately, $31,500 for married filing jointly or qualifying surviving spouse, and $23,625 for head of household.
The exact official references are the IRS 2025 federal income tax rate tables and the archived 2025 Publication 501, Table 6, for the revised basic standard deductions. The IRS Revenue Procedure 2024-40 contains the 2025 rate schedules, while Revenue Procedure 2025-32 records the retroactive 2025 standard-deduction increase.
The estimate excludes itemized and additional deductions, credits, dependents, capital-gains and qualified-dividend rates, payroll and self-employment taxes, alternative minimum tax, withholding, payments, refunds and state or local tax. It also uses continuous bracket math; an actual return below $100,000 generally uses the IRS Tax Table’s $50 bands and may differ by several dollars. “Income after estimated federal tax” is not take-home pay.
Stock signal evaluator
This tool does not download prices or calculate RSI, MACD or a moving average. The user enters RSI(14) and selects MACD’s position relative to its signal line and price’s position relative to the 200-day simple moving average, all from the same completed session.
RSI below 30 contributes +1, RSI above 70 contributes −1, and any other RSI contributes 0. MACD and 200-day-SMA selections each contribute +1, 0 or −1. A total of at least +2 is labeled “Bullish alignment,” at most −2 is “Bearish alignment,” and every other total is “Mixed / neutral.” These labels describe input alignment only; they are not recommendations or return forecasts.
Macro relationship explorer
The user-entered real-rate approximation is EFFR − 12-month CPI inflation. It is a simple difference in percentage points, not the exact compounded Fisher equation. The yield spread is 10-year Treasury yield − 2-year Treasury yield; multiplying the percentage-point result by 100 gives basis points. A negative spread is labeled inverted, a positive spread positive slope, and zero flat. The inputs do not alter the separately sourced snapshot.
Primary-source data
Current observations and their identifiers
| Displayed dataset | Source and identifier | Transformation | Edge cache |
|---|---|---|---|
| Treasury curve | U.S. Treasury daily XML; 1M, 3M, 6M, 1Y, 2Y, 5Y, 10Y, 20Y and 30Y | Latest complete dated par-yield observation | 6 hours |
| Effective federal funds rate | New York Fed Markets API; EFFR | Latest dated EFFR, plus target range and reported volume | 24 hours with macro set |
| 12-month CPI inflation | BLS CUUR0000SA0; all-items CPI-U, not seasonally adjusted | (latest index / same month one year earlier − 1) × 100 | 24 hours with macro set |
| Unemployment | BLS LNS14000000; seasonally adjusted U-3 | Latest monthly observation; no further transformation | 24 hours with macro set |
| 10y–2y spread | Same-date 10Y and 2Y observations from the U.S. Treasury curve above | 10Y − 2Y in percentage points | 24 hours with macro set |
| Official releases | Federal Reserve Board press-release RSS | Validate, deduplicate, sort newest first and retain 10 items | 15 minutes |
BLS series are requested together through its documented public API. FinanceBase uses the unregistered Version 1 endpoint unless a server-only BLS registration key is configured, in which case it uses Version 2. A key is never sent to browser code.
FRED clarification
FRED is a useful reference, but it is not the current feed
Federal Reserve Economic Data (FRED), maintained by the Federal Reserve Bank of St. Louis, distributes many related historical series. The current FinanceBase cards do not fetch their values from FRED. They retrieve EFFR directly from the New York Fed, CPI and unemployment directly from BLS, and yields directly from the U.S. Treasury.
Useful FRED references include EFFR, FEDFUNDS for a monthly effective-rate average, CPIAUCNS, UNRATE and T10Y2Y. Frequency, seasonal adjustment, transformation and yield definitions must be checked before comparing them. In particular, FinanceBase’s spread is calculated from the Treasury par-yield curve it displays; it should not be described as a value fetched from FRED.
Freshness and resilience
Build snapshots, edge refreshes and fallbacks
- At build time: FinanceBase requests the four official sources. The scheduled refresh workflow runs daily at 06:17 UTC, and every ordinary production build runs the same snapshot process.
- Before publication: the response is parsed and validated. The Treasury and macro datasets are replaced together so the displayed curve and derived 10y–2y spread cannot come from different snapshots. Federal Reserve releases can refresh independently.
- In the HTML: the last verified values, source labels and observation dates are statically rendered. A crawler or visitor receives meaningful content before browser JavaScript executes.
- After page load: when a data card approaches the viewport, a same-origin Cloudflare Function checks its cached endpoint. A client update is accepted only when it is newer and its observation or publication dates are not older than the visible snapshot.
- When a source fails: the browser leaves the complete HTML snapshot untouched. The Function returns the validated static build snapshot when possible and caches that fallback briefly. A build retains the newest valid local or previously deployed complete snapshot; it fails rather than publishing an initial empty dataset if no valid baseline exists.
The visible “retrieved” time answers when FinanceBase fetched the snapshot. The observation or publication date answers when the agency’s underlying value applies. Monthly CPI and unemployment will often have older observation dates than daily rates even immediately after a successful refresh.
Quality controls
What is checked—and what validation cannot prove
The data pipeline rejects missing or non-finite numbers, future dates, unexpected HTTPS hosts, missing Treasury maturities, duplicate Federal Reserve links and values outside broad plausibility ranges. It requires the yield-spread date to match the curve date and recomputes the spread from the displayed 10-year and 2-year values. Source and public snapshots must also match during the build audit.
Those checks detect malformed or internally inconsistent data; they do not prove that an upstream agency has never revised an observation. Users making consequential decisions should follow the linked source, confirm the current release and understand the series definition.
For broader context on the site’s publishing standards and current lack of verified named profiles, read About FinanceBase. For assumptions specific to a result, read the explanatory sections directly below that calculator.