There's a "Download events" button, that just pulls all your notes from a list of relays. From the code, it seems to pull from your personal relay list, but I might be misreading.

I'm a big fan of this implementation, as a personal backup, just for your own stuff and a short whitelist of faves. It's got a nice GUI and integrates well with Amethyst (client), Amber (signer), and Orbot (Tor).