You can go to the listing of activities by clicking the activities title of the widget, hover over the column titles, show all the columns, and then export the listing by clicking the export to csv link in the lower right corner. Unfortunately, there are only 20 activities per page so you will have to do it 10 times.
That being said, if the reason is strictly for backup purposes and not to import it somewhere, why would you need it? It's all in the cloud anyway?.
