Alternatively (or, in addition), you can run your own private relay and include it in your clients. Then everything you do on Nostr will also update your private relay and you'll effectively have a backup of it all unless you manually delete it.

Umbrel makes this super easy: https://apps.umbrel.com/app/nostr-relay

nostr:note1xf5t25jmalcnxwqpj6jgd2gge32gdx9syvwm36fqjxv5qtf5zw6skcpkml