Yu won the Academy Award for Best Documentary Short Subject in 1996 for "" (1996). Yu's film "Last Call at the Oasis" (2012) is based upon Alex Prud'homme's "Ripple Effect". Her more recent films have been: "Misconception" (2014), "ForEveryone.Net" (2016), a documentary film about the inventor of the World Wide Web, Sir Tim Berners-Lee, and a Netflix comedy "Maria Bamford: Old Baby" (2017). In 2019, Yu was nominated for an Emmy Award for "Outstanding Direction for a Limited Series, Movie, or Dramatic Special" for the "Fosse/Verdon" episode "Glory".