Methodology · Portfolio Strategy
Portfolio strategy methodology
Reviewed by Byron Malone · Last reviewed .
Page in progress.
Portfolio Strategy anchor calculators are on the post-launch backlog. When those tools ship, this methodology page will cover BRRRR strategy math (with refi-LTV-shortfall modeling), cap-rate compression cycles and historical mean reversion, leverage decisioning across the portfolio (concentration vs diversification), and 1031 exchange chaining for tax-deferred portfolio rebalancing.
See the BRRRR strategy explainer at /learn/brrrr-strategy-math-with-honest-numbers for the framework we'll codify here.
Sources we'll cite
- NCREIF Property Index — historical cap-rate cycle data
- FRED — interest-rate cycle data + housing-price-index series
- Damodaran NYU Stern — equity risk premium time series
- Fannie Mae portfolio-loan eligibility (4-property, 10-property thresholds)
- BiggerPockets BRRRR-strategy framework (named-source, secondary)
Back to methodology overview.