portable drive to another?

And by "backup," I mean have the system do a search for files that have changed since the last backup, and only save a copy of the ones that changed. It is pretty straightforward to just copy the entire contents of a drive, but that takes an awful long time.

The functionality seems to be built into Win10, but it appears to only work with the actual hard drive of the computer itself. I keep all my personal files on a thumb drive on my keychain, and back it up to an external hard drive. On any given day or week, I probably only change a handful of files, so selectively backing them up should only take a few seconds. But I haven't figured out a way to do that without either just copying everything (and that takes about half an hour), or manually searching for which files I changed and copying them.

I am looking for a way to have an auto-backup in place whenever I have my thumb drive plugged in, but haven't been able to figure out a way to make that happen.

Any suggestions?