She started playing in chess tournaments at the age of 7, in 2009. Yu's rating rose to 2100 by the end of 2013. In 2014, Yu competed at the World Youth Chess Championships in Durban, South Africa in the Girls U12 section and took the gold medal. She was the first female player to do so for the United States in 27 years. Yu won the Virginia State Closed Championship in 2015, becoming the youngest player and first female to do so. She also won the National Girls Tournament of Champions three times, tying in 2014 and 2015, and winning outright in 2016. Yu played on the US team at the Women's World Team Chess Championship in 2017 and at the Women's Chess Olympiad in 2018. In the latter event Yu won an individual bronze medal playing board five.