Do I need to backup periodically?

Do I need to run zcash-cli z_exportwallet MyZCashWallet periodically?

I'm a little worried that every time I have a new transaction, do I need to run zcash-cli z_exportwallet MyZCashWallet again and again ?

you don't need to run it unless you have generated new addresses (or new ones got autogenerated.....which will only happen to taddrs).

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Got it, thanks! So it's safe to backup once unless I generate new addresses

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Yes, that's especially true of z-addresses, which never get autogenerated.