How do you deal with the fact that statically stock picking will underperform a passive approach?

Hi

Long term VTI/VXUS investor and whilst it has served me well as the bulk of my portfolio I would like to “diversify” into more sector or company specific allocations.

My only issue is dealing with the fact that I might be shooting myself in the foot by doing so, statistically speaking.

Is there any argument to do so? I would just like to feel more in charge of my investment.

Thanks!