This is a common misconception of ESET, most of those detections are not via signatures, they are heuristics + generic detections, so by definition a zero day kind of protection.
Many security forum users think that ESET has a poor zero day protection because until recently it lacked a properly behavior blocker and most users confused the heuristic detection (proactive) with a signature (reactive) one.
Take those tests from [USER=43849]@Huchim[/USER] as an example:

