What is a better way to backup files than FTP?

(assuming that FTP is slow due to amount of files) I use SSH to remotely give command to compress WP directory in single archive and then fetch that file.

On Windows this is relatively easily scriptable with WinSCP ( scripting documentation ).

This method greatly speeds up transfer, makes it secure, requires no plugins server-side, timestamps backups and is easy to schedule or launch with single click.

(assuming FTP is slow in general) I would suggest to research backup plugins that can email backups (although size can get restrictive) or upload them to file storage service.