Indexes

Blog

Building and tracking your own index, explained

Guides and practical playbooks for building a weighted index, backtesting it against real market history, mixing stocks and crypto in one basket, and tracking it against the S&P 500, the Nasdaq 100, or BTC. Educational and informational only, never investment advice.

Direct indexing 9 min read

Parametric vs Aperio Pricing: Direct Indexing SMA Fees

Both file 0.35% for a US domestic mandate. The gaps that move a quote are Parametric's unquoted 23 bps tier, Aperio's screen surcharges and the platform stack.

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Direct indexing 10 min read

Best Direct Indexing Platforms for Employees With Company Stock

Every provider lets you exclude your employer, and you only need one exclusion. What decides it is the minimum: $5,000 at Fidelity against $250,000 at Parametric.

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Taxes 9 min read

RSU vs Stock Options: After-Tax Value Compared for 2026

RSUs and NSOs are taxed identically, so the choice is about leverage, not tax. Only an ISO changes the rate, worth $19,440 on a $120,000 spread. The AMT trap.

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Taxes 8 min read

HIFO Cost Basis: Which Brokers Offer Highest In First Out Lot Relief

All five major US brokers default to FIFO, selling your cheapest shares first. Only Vanguard names a true HIFO method, and the default cost $4,689 more in tax.

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Direct indexing 9 min read

Best Direct Indexing Platforms for a Concentrated Stock Position

Standard direct indexing does not unwind a low-basis position. The four routes that do, priced: Frec Diversify, Cache and Parametric's extension accounts.

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Direct indexing 9 min read

Best Tax Loss Harvesting Software for a $1 Million Taxable Account

The fee spread at $1M is about $3,100 a year and harvesting is worth $1,800 to $4,400 on Wealthfront's own backtest. Which option clears its own fee.

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Direct indexing 8 min read

Best Brokerages for Borrowing Against a Direct Indexing Portfolio

Frec lends at 4.64% against 70% of the portfolio, Wealthfront at 4.71% against 30%, Schwab publishes no rate. Why harvested accounts are best to borrow against.

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Direct indexing 8 min read

Best Direct Indexing Platform for a $50,000 Account

At $50,000 the SMA managers are closed to you. Frec unlocks all 25 indices at exactly this size, Wealthfront S&P 500 Direct is 0.09%, Schwab needs $100k.

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Direct indexing 10 min read

Best Direct Indexing Platforms for Financial Advisors

Aperio and Parametric both charge 35 bps, Vanguard starts at 0.20%, Schwab 0.40%. The real SMA fee schedules, read out of filings the managers never publish.

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Direct indexing 9 min read

ACATS Transfer Rules: Fractional Shares Get Liquidated

Whole shares move in kind tax free. Fractional shares cannot move through ACATS at all, so they get sold, and a direct indexing account is mostly fractions.

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Direct indexing 9 min read

Frec Diversify vs Cache Exchange Fund: Fees and Lock-Up

Comparing Frec Classic at 0.09% to an exchange fund is a category error. Frec Diversify costs 0.60% plus financing, Cache starts at 0.95%. The real gap is 12 bps.

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Direct indexing 9 min read

Frec vs Wealthfront vs Betterment: Lowest BPS Under $100k

Frec and Wealthfront tie at 0.09%. Betterment does not sell stock-level direct indexing at all. Plus the balance at which the fee stops eating the tax benefit.

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Direct indexing 8 min read

Direct Indexing a Custom Index: Who Lets You Pick the Benchmark

Wealthfront, Fidelity, Schwab and Frec all sell fixed menus. Only institutional managers like Parametric will run a benchmark you define. Checked August 2026.

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Direct indexing 8 min read

Frec vs Schwab Personalized Indexing: Fees and Minimums

Frec charges 0.09% to 0.35% from $20,000. Schwab charges 0.40% from $100,000 and does not offer the S&P 500 at all. Fees verified August 2026.

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Direct indexing 8 min read

Wealthfront vs Fidelity Direct Indexing: Minimums and Fees

Wealthfront S&P 500 Direct costs 0.09% from $5,000. Fidelity Managed FidFolios costs 0.40% and harvests losses at the manager's discretion. Checked August 2026.

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Direct indexing 8 min read

Fidelity FidFolios vs Frec: Fees, Minimums, Verdict

Frec charges 0.09% to 0.35% from $20,000. Fidelity charges 0.40% from $5,000 but harvests losses only on a limited, discretionary basis. Checked August 2026.

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Direct indexing 8 min read

Frec vs Wealthfront Direct Indexing: Fees, Fractional Shares

Both charge 0.09% for S&P 500 direct indexing. Wealthfront starts at $5,000, Frec at $20,000 with 25 indexes. Fees and fractional shares, verified August 2026.

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Benchmarks 8 min read

60/40 Portfolio Benchmark: The Best Benchmark and How to Calculate It

The standard 60/40 benchmark is 60% S&P 500 plus 40% Bloomberg US Aggregate. How to pick the indexes, calculate the blended return, and rebalance it right.

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Construction 9 min read

Build Your Own ETF at Fidelity, Schwab, Robinhood and M1

Fidelity Basket Portfolios costs $4.99 a month for a real 2 to 50 position basket. M1 auto-routes contributions. Schwab and Robinhood offer no basket tool.

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Crypto 9 min read

Best Crypto Index Funds in 2026: Fees, Holdings and the Bitcoin Problem

The four US crypto index ETFs compared on fee and holdings, why all are roughly three quarters Bitcoin, and when to build your own instead.

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Backtesting 10 min read

Best Portfolio Backtesting Software in 2026: An Honest Comparison

Portfolio backtesting tools compared on price and what each is for, the five things that decide whether a backtest is trustworthy, and how to test a basket.

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Themes 10 min read

Thematic ETFs vs Building Your Own Basket: What the Research Shows

Only about one in ten thematic funds both survived and outperformed over fifteen years. What a thematic ETF gives and takes, and when to build your own.

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Rebalancing 9 min read

How Often Should You Rebalance Your Portfolio? A Straight Answer

How often you should rebalance your portfolio, why annual plus a drift band beats a monthly schedule, what the 5/25 rule is, and how US taxes change the answer.

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Rebalancing 8 min read

Does Portfolio Rebalancing Improve Returns? What Research Shows

Portfolio rebalancing usually costs a little return rather than adding any. Where the rebalancing bonus is real, how it compares to buy and hold.

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Fundamentals 8 min read

How Much of Your Portfolio Should Be in One Stock?

The 5%, 10% and 20% concentration limits, why employer stock gets a stricter cap, the look-through exposure in your index fund, and how to check your own weights.

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Fundamentals 9 min read

How Many Stocks Do You Need to Diversify? The Research and a Practical Number

How many stocks you need to diversify, what Evans, Archer and Statman found, why weighting matters more than the count, and how many an index needs.

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Crypto 8 min read

Are Crypto Index Funds Worth It? Fees vs Building Your Own

Whether a crypto index fund is worth it depends on fees, Bitcoin concentration, and whether building your own basket suits you better.

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Crypto 7 min read

Crypto Index Fund vs Bitcoin: Should You Diversify?

Compare a crypto index fund vs Bitcoin, why cap-weighted baskets track BTC, and how to backtest diversification against Bitcoin.

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Fundamentals 10 min read

Market Cap Weighted Index: Capitalization Weighting Explained

A market cap weighted index weights each company by market value, so the largest names drive the level. The formula, a worked example, and the concentration risk.

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Fundamentals 8 min read

How Often Are Index Funds Rebalanced? Schedules Explained

Index funds rebalance when their underlying index does, usually quarterly for the S&P 500 and once a year for the Russell indexes. The real schedules and tax effect.

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Taxes 8 min read

No Losses Left to Harvest: Direct Indexing Tax Alpha Reset

Direct indexing accounts stop producing harvestable losses after a few years while the fee stays flat. The four things that work, and when harvesting is done.

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Taxes 9 min read

Tax Loss Harvesting Rules: The Wash Sale Rule and the $3,000 Limit

The tax loss harvesting rules that decide whether a loss counts: the 61 day wash sale window under IRC 1091, the $3,000 limit, and the IRA trap that forfeits a loss.

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Guides 8 min read

Can You Do Direct Indexing Yourself? A Realistic Answer

Yes, and at a modest account size you probably should. What DIY direct indexing involves, what you give up, and the four ways it goes wrong.

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Fundamentals 9 min read

Is Direct Indexing Worth It? The Math, Run Honestly

Direct indexing pays off only when harvested tax losses beat the fee premium. The break-even math at every account size, and the three things that break it.

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Fundamentals 10 min read

What Is Direct Indexing? A Plain-English Guide

What direct indexing is, how it differs from buying an index fund, who it suits, and how building your own weighted basket lets you tune and track an index yourself.

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Guides 11 min read

How to Build Your Own Index Fund, Step by Step

How to build your own index fund from a rulebook: pick a universe, a weighting scheme, rebalancing rules, backtest the history, and track it against a benchmark.

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How-to 11 min read

How to Backtest a Portfolio: A Step-by-Step Guide

How to backtest a portfolio honestly: define the rules, choose a period, apply weights and rebalancing, and read the hypothetical results without fooling yourself.

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Fundamentals 10 min read

Weighted Index Calculation: How Index Values Are Computed

Weighted index calculation explained with worked examples: market-cap, price, and equal weighting, the index divisor, and a daily index level.

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How-to 10 min read

How to Create a Custom Index From Scratch

How to create a custom index: write a rulebook for the universe, weighting, and rebalancing, set a base value, backtest it, and track the level against a benchmark.

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Fundamentals 9 min read

Market Cap vs Equal Weight Index: Which Weighting Wins?

Market cap vs equal weight index weighting compared: concentration, rebalancing, turnover, and factor tilts, plus how to backtest both on the same basket.

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Guides 9 min read

Index Rebalancing Explained: Why, When, and How Often

Index rebalancing explained: why weights drift, how reconstitution differs from rebalancing, common schedules and bands, and how rebalancing shows up in a backtest.

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Playbooks 10 min read

Thematic Investing Examples: 12 Themes and How to Track Them

Thematic investing examples across AI, clean energy, cybersecurity, and more, with how to turn a theme into a weighted basket you can backtest and track over time.

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How-to 10 min read

How to Compare a Portfolio to a Benchmark the Right Way

How to compare a portfolio to a benchmark: pick a fair one, align the dates, and read active return, tracking error, beta and drawdown, not just the headline.

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Crypto 10 min read

How to Build a Custom Crypto Index Fund You Can Track

How to build a custom crypto index: choose the coins, pick a weighting scheme, cap concentration, set rebalancing, and backtest and track the basket against BTC.

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Guides 9 min read

Backtesting Mistakes to Avoid (and How to Backtest Honestly)

The backtesting mistakes that make results look better than they are, from lookahead bias and survivorship to overfitting, and how to run a backtest you can trust.

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Fundamentals 9 min read

Direct Indexing vs ETF: Which Is Right for You?

Direct indexing vs ETF compared on control, customization, cost, taxes, and effort, so you can decide when to hold a fund and when to run your own index instead.

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Put it into practice

Build a weighted index of stocks or crypto and watch it backtest against real market history in minutes. Prosumer pricing, cancel anytime. Educational and informational only, never a trade.