A VPN won't compromise your speed if you have powerful enough equipment on both ends to encrypt/decrypt at speed. Latency will take a hit though.
If you setup your own VPN on some leased VPS, then you're the only user. So there's zero help re anonymity. And re privacy and security, you need to trust the VPS provider.
No free lunch :(
But a VPS on DO, AWS or gcloud also has numerous services on the same physical machine. It's not like every request coming from that machine is from you or am I missing your point?
Sure. But each VPS has its own IP address. The VPS provider probably retains logs. And its ISP probably also retains logs. And everything involving that IP address is associated with you.
For incoming traffic yes, but outgoing traffic is heavily dependent on what you use. A lot of virtual spaces use the same outgoing IP
(The reason why I'm not with a VPN yet is because it would compromise my speed. Am I overestimating the impact?)