Real Estate Financial Model Dashboard

Reusable underwriting across ground-up development, renovation / flip, and buy-and-hold rental scenarios, anchored to mortgage rates, the Case-Shiller home-price index, vacancy, median sale price, and the 10-year Treasury hurdle.

Scenario controls and reusable input surface

The base case uses a trailing-12-month market anchor: mortgage rates set financing cost, Case-Shiller appreciation sets exit growth, vacancy sets rental occupancy, and the 10-year Treasury sets the IRR hurdle. The model is reusable by swapping a small set of assumptions rather than rebuilding the cash-flow structure.

Mortgage anchor
Trailing 12-month average
Treasury hurdle
10-year benchmark
Case-Shiller appreciation
Base exit growth assumption
Occupancy anchor
Implied by vacancy
Median sale price
Latest market basis
Selected scenario ROI
Selected scenario ROE
Selected levered IRR
IRR spread to Treasury
G1 overview: scenario return stack versus the Treasury hurdle
Question answered: which structure produces the strongest headline return profile, and how much of that outperformance survives the hurdle comparison?
Scenario summary
Scenario Project span Revenue Project cost Financing cost ROI ROE Levered IRR Treasury spread
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Chart selection logic

G1 overview: one return-comparison chart and one market-anchor chart establish what the model produces and what market conditions those outputs are tied to.

G2 mechanics: one capital-stack chart and one monthly cash-flow chart show how the underwriting is built, including debt, equity, and VAT as its own visible series.

G3 stress: one IRR sensitivity heatmap tests financing, appreciation, and vacancy shocks in a compact view that makes ranking the drivers easy.

G4 execution: one Gantt chart lays out the development sequence so financing carry can be linked back to schedule risk rather than treated as a black box.

What the current model says
 Development
 Flip
 Rental
G1 overview: market-driver anchors behind financing, appreciation, and occupancy
Question answered: what does the data say about current borrowing cost, hurdle rate, home-price trend, and occupancy conditions feeding the reusable model?
Common anchor assumptions
ParameterValueDescription
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Selected scenario assumptions
ParameterValueDescription
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G2 mechanics: cost stack and capital structure by scenario
Question answered: where does capital get deployed, and how much of each structure is supported by debt versus equity?
G2 mechanics: selected scenario monthly equity cash flow with VAT visible as its own line
Question answered: when does cash leave, when does it come back, and how much of the timeline is driven by VAT, carry, and debt balance?
G3 stress: IRR sensitivity heatmap across financing, appreciation, and vacancy shocks
Question answered: which assumption shocks move IRR the most, and where is vacancy truly material versus incidental?
G4 execution: ground-up development timeline
Question answered: which stages create the carry window, and where does the development schedule concentrate execution risk?