Yeah, if you want to get into it, you can select whatever shaft material you want, cut them to your length and then select whatever vanes, inserts you wish. There are many different routes you can go. I personally do not do it, so I can't speak to how much more accurate you will be with arrows you built from scratch. But you can definitely play with fps and penetration depending on how light or heavy you build your arrows. There are plenty of threads on arrow building in the search bar, as well as articles from different internet magazines and whatnot on the subject. Hopefully you will find someone who is more knowledgeable on the subject that has already given some good advice.