My point is that setting up your own, you have a second ISP for the VPN endpoint. Traffic from/to that endpoint is traceable to the operator of that VPN, but now that operator is you, rather than a major provider.
The no-logging feature of the major ISPs provides anonymity by leaving them unable to correlate traffic on the endpoint to an actual person. That feature is the core function of a VPN, but it is not something that you can setup for yourself.