Every deal starts the same way. You open a blank workbook and build a 10-year pro forma, with tabs for assumptions, operating lines, and reversion. By the time the structure holds, an hour is gone and you have not entered a real input. You need that setup, but it is not where value comes from. The work is in the assumptions, the rent roll, and the debt. This task cuts the setup so you can move straight to underwriting. Underwriting ~10 min to run Build a Multi-Year DCF Model in Excel Vic prompt Use Vic to build a 10-year DCF model for a real estate acquisition with unlevered and levered cash flows. Purpose A model that normally takes 60 minutes to construct is delivered in about 10 minutes. You can load your deal data immediately and run scenarios without rebuilding the structure. Inputs Property Type Optional Model Type Optional Levered Optional Hold Period Years Optional Deal Inputs Optional Outputs A dynamic .xlsx file with 10-year unlevered and levered cash flows, reversion calculations, IRR, equity multiple, DSCR, and debt yield outputs. Time saved Turns roughly an hour of manual work into about ten minutes. How it works Tell Vic what to model and share any context you have. That can be as simple as property type and hold period, or as detailed as current T12 data and whether you want levered outputs. Then run: "Use Vic to build a 10-year DCF model for a real estate acquisition with unlevered and levered cash flows." Vic returns a dynamic .xlsx file for a 10-year hold. The model covers investment and sources, operating lines, and reversion. It includes net unlevered and levered cash flow and a standard set of return and risk metrics. You get IRR and equity multiple for equity, plus DSCR and debt yield for the capital stack. The file is ready for inputs. Drop in your deal data and move into scenarios. If you have T12 numbers, map them to the operating lines and project forward. If you are working from a broker package, start with those assumptions and adjust. The structure is in place, so changes flow through cash flow and returns without rebuilding formulas. Under the hood, the model uses a clean chart of accounts and consistent formatting. Operating statements map to standard line items. Debt service runs through a loan amortization that feeds DSCR and debt yield. Reversion ties to the final year and pushes proceeds through the levered and unlevered cash flows. It is the same structure you would build by hand, without the hour of setup and the small formula errors that creep in when you rush. This is for acquisition analysts, underwriters, and investment managers who review a steady flow of deals. Rebuilding a template each time costs time and slows the first pass. With a finished model, you can load assumptions, test a few cases, and decide whether a deal merits deeper work. A quick aside. Templates tend to sprawl. Tabs multiply, old logic lingers, and it gets harder to trust what changed. Starting from a fresh, consistent model each time keeps things tight. It also makes sharing easier because everyone sees the same layout and metrics. The output is not a black box. It is an Excel file you can audit, adjust, and extend. Change the hold period, revise the capital structure, or add a line item. You start from a solid base that already calculates unlevered and levered cash flows, reversion, IRR, equity multiple, DSCR, and debt yield. Most teams accept the setup hour as part of the job. It does not have to be. Get the model in minutes, load your data, and spend time where it pays off.