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Derivatives (Details) (USD $)
 12 Months Ended
Dec. 31, 2014
instrument
Dec. 31, 2013
Dec. 31, 2012
Sep. 30, 2007
instrument
Jun. 30, 2011
instrument
May 31, 2014
instrument
Apr. 30, 2013
instrument
Schedule of Trading Securities and Other Trading Assets [Line Items]              
Fair value of interest rate hedges recognized in other comprehensive income $ 13,579,000us-gaap_DerivativeInstrumentsGainLossRecognizedInOtherComprehensiveIncomeEffectivePortionNet            
Interest expense 85,510,000us-gaap_InterestExpense 85,822,000us-gaap_InterestExpense 83,787,000us-gaap_InterestExpense        
Interest rate hedges gain (loss) to be reclassified into interest expense over next 12 months 1,685,000us-gaap_InterestRateCashFlowHedgeGainLossToBeReclassifiedDuringNext12MonthsNet            
Number of Interest Rate Derivatives Held 0us-gaap_NumberOfInterestRateDerivativesHeld            
Reclassification out of Accumulated Other Comprehensive Income              
Schedule of Trading Securities and Other Trading Assets [Line Items]              
Interest expense 1,129,000us-gaap_InterestExpense
/ us-gaap_ReclassificationOutOfAccumulatedOtherComprehensiveIncomeAxis
= us-gaap_ReclassificationOutOfAccumulatedOtherComprehensiveIncomeMember		 438,000us-gaap_InterestExpense
/ us-gaap_ReclassificationOutOfAccumulatedOtherComprehensiveIncomeAxis
= us-gaap_ReclassificationOutOfAccumulatedOtherComprehensiveIncomeMember		 231,000us-gaap_InterestExpense
/ us-gaap_ReclassificationOutOfAccumulatedOtherComprehensiveIncomeAxis
= us-gaap_ReclassificationOutOfAccumulatedOtherComprehensiveIncomeMember		        
Interest Rate Swap              
Schedule of Trading Securities and Other Trading Assets [Line Items]              
Number of Interest Rate Derivatives Terminated       2nnn_NumberOfInterestRateDerivativesTerminated
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember		      
Notional amount of interest rate hedges terminated       100,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember		      
Treasury locks designated as cash flow hedges, fair value       3,260,000us-gaap_CashFlowHedgeDerivativeInstrumentLiabilitiesAtFairValue
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember		 [1]      
Treasury locks designated as cash flow hedges, other comprehensive income       3,228,000us-gaap_CashFlowHedgesDerivativeInstrumentsAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember		 [2]      
Treasury Locks              
Schedule of Trading Securities and Other Trading Assets [Line Items]              
Number of Interest Rate Derivatives Terminated         2nnn_NumberOfInterestRateDerivativesTerminated
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_TreasuryLockMember		    
Notional amount of interest rate hedges terminated         150,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_TreasuryLockMember		    
Treasury locks designated as cash flow hedges, fair value         5,300,000us-gaap_CashFlowHedgeDerivativeInstrumentLiabilitiesAtFairValue
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_TreasuryLockMember		 [1]    
Treasury locks designated as cash flow hedges, other comprehensive income         5,218,000us-gaap_CashFlowHedgesDerivativeInstrumentsAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_TreasuryLockMember		 [2]    
Forward Swap              
Schedule of Trading Securities and Other Trading Assets [Line Items]              
Number of Interest Rate Derivatives Terminated           3nnn_NumberOfInterestRateDerivativesTerminated
/ us-gaap_DerivativeInstrumentRiskAxis
= nnn_ForwardSwapMember		 4nnn_NumberOfInterestRateDerivativesTerminated
/ us-gaap_DerivativeInstrumentRiskAxis
= nnn_ForwardSwapMember
Notional amount of interest rate hedges terminated           225,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= nnn_ForwardSwapMember		 240,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= nnn_ForwardSwapMember
Treasury locks designated as cash flow hedges, fair value           6,312,000us-gaap_CashFlowHedgeDerivativeInstrumentLiabilitiesAtFairValue
/ us-gaap_DerivativeInstrumentRiskAxis
= nnn_ForwardSwapMember		 [1] 3,156,000us-gaap_CashFlowHedgeDerivativeInstrumentLiabilitiesAtFairValue
/ us-gaap_DerivativeInstrumentRiskAxis
= nnn_ForwardSwapMember		 [1]
Treasury locks designated as cash flow hedges, other comprehensive income           $ 6,312,000us-gaap_CashFlowHedgesDerivativeInstrumentsAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= nnn_ForwardSwapMember		 [2] $ 3,141,000us-gaap_CashFlowHedgesDerivativeInstrumentsAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= nnn_ForwardSwapMember		 [2]
[1] Liability
[2] The amount reported in accumulated other comprehensive income will be reclassified to interest expense as interest payments are made on the related notes payable.