Derivative Financial Instruments - Schedule of Interest Rate Swaps, Floor Income Hedge (Details) - USD ($)	Jun. 30, 2026	Dec. 31, 2025
Interest rate swaps - floor income hedges
Derivative [Line Items]
Notional amount	$ 200,000,000	$ 400,000,000
Weighted-average fixed rate paid by the Company	3.50%	3.71%
2026
Derivative [Line Items]
Notional amount	$ 0	$ 200,000,000
Weighted-average fixed rate paid by the Company	0.00%	3.92%
2028
Derivative [Line Items]
Notional amount	$ 50,000,000	$ 50,000,000
Weighted-average fixed rate paid by the Company	3.56%	3.56%
2029
Derivative [Line Items]
Notional amount	$ 50,000,000	$ 50,000,000
Weighted-average fixed rate paid by the Company	3.17%	3.17%
2030
Derivative [Line Items]
Notional amount	$ 100,000,000	$ 100,000,000
Weighted-average fixed rate paid by the Company	3.63%	3.63%
Nelnet Bank interest rate swaps - third-party deposits (cash flow hedges)
Derivative [Line Items]
Notional amount	$ 50,000,000
Weighted-average fixed rate paid by the Company	3.72%
2030
Derivative [Line Items]
Notional amount	$ 25,000,000
Weighted-average fixed rate paid by the Company	3.57%
2035
Derivative [Line Items]
Notional amount	$ 25,000,000
Weighted-average fixed rate paid by the Company	3.87%