Berkeley's researchers at International Computer Science Institute provide an interesting -and free- tool to deeply analyze your internet connection. Maybe interesting to see what happens with/without your preferred vpn:
The test can be performed through a java applet in your browser, or with the Netalyzr's Command Line ClientThe Netalyzr analyzes various properties of your Internet connection that you should care about — including blocking of important services, HTTP caching behavior and proxy correctness, your DNS server's resilience to abuse, NAT detection, as well as latency & bandwidth measurements — and reports its findings in a detailed report. You can check out an example report from a real network to get a better idea of our tests.
Site:
ICSI Netalyzr
Some additional explanations:
Understanding your Netalyzr results - 25 May 2010 - New Scientist
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