The federal reserve keeps statistics on this and I believe there is a business school professor at Harvard Biz that did a significant review: entrepreneurship o

The federal reserve keeps statistics on this and I believe there is a business school professor at Harvard Biz that did a significant review: entrepreneurship on _average_ underperforms just taking a job. On net, mostly individuals lose money because like OP the outcome is mediocre to poor and very lengthy, even thought some do very very well.