No, this is not a feature that Sitefinity provides. Sitefinity does provide a history feature (excluded from the Community edition), but in reality it just persists another instance of the same object in the same database.
There is a lot of dedicated software for backup, and at this point it is considered that there is no need for Sitefinity to do the same. You can write a simple program or script that copies a directory tree to somewhere else and schedule it to execute, say, every night. The downfall with this approach is that performance and storage space become a major concern.
In summary, I recommend to you to use a dedicated software for making a backup of the site.
Articles about Windows Scheduler:
Here is a list of backup software
I hope that this information is helpful.
the Telerik team