That is because you my brother are living in the past. When you live in the past, you will always regret and feel depressed. Now saying that don't live in the future either, because if you live in the future you will live in anxiety and panic. So the best way to live is to live in the Now. Live moment to moment. it's a continuous practice but will bring you ultimate peace and joy in life. It will also make your brain sharp and help you take correct actions, with peace. when your brain in living in past or in the future, it's like you have 30 different applications running in your pc , when you live in the now then your brain has more power to tackle the issues. and life does not exist in the past or in the future, it only exists on the present so you'll make some impact in changing your present which will make your future better , and when your present improves you will not think about the past or even if you do you 'll look at past like it's a movie without feeling depressed.
now you may ask, so does that mean should i not plan about future or go back to the past for useful knowledge. No, go to the past and get that useful knowledge and plan the future, vision the future but do that no more than 10% of the time. if you're doing more than that then you're wasting your time and not taking enough actions.
to develop the habit of living in the present , focus on breathing when you mediate. because breathing is happening in the present and it will bring you to the present where life is. Also breathing is the only medium which is the link between your involuntary body, like liver, heart, lungs etc and your voluntary body like you hand , legs etc, because look at it like this you can control your breath for some time but not for to long, because it represents both voluntary and involuntary. it give your better sync with your mental and consciousness areas. try meditating for like 5 mins, and increase up to 15. it may take 3 months, but you have to do in daily basic so you can see some changes.